-11.6%
AMCR vs SHAK
-22.8%
+11.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -2.0% |
| 7D | -6.3% | -8.3% | +2.0% | -5.2% |
| 30D | -7.8% | -12.6% | +4.8% | -6.2% |
| 3M | +7.5% | +9.1% | -1.6% | +6.0% |
| 6M | +2.7% | -31.2% | +33.9% | +6.5% |
| YTD | +6.0% | -21.6% | +27.6% | +7.8% |
| 1Y | +7.8% | -38.8% | +46.6% | +13.0% |
| 3Y | +5.8% | +0.6% | +5.2% | -0.2% |
| All | -11.6% | -22.8% | +11.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling