+47.7%
AMCR vs SHAK
+31.3%
+16.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -5.0% | -11.0% | +6.0% | -3.7% |
| 30D | -8.0% | -14.0% | +6.1% | -6.4% |
| 3M | +14.3% | +13.3% | +1.0% | +12.4% |
| 6M | +5.3% | -35.3% | +40.7% | +9.6% |
| YTD | +7.7% | -24.0% | +31.7% | +9.8% |
| 1Y | +10.8% | -36.7% | +47.6% | +15.1% |
| 3Y | +9.6% | -5.4% | +14.9% | +5.9% |
| 5Y | -10.2% | -24.9% | +14.7% | -13.5% |
| 10Y | +16.5% | +79.6% | -63.2% | +2.8% |
| All | +47.7% | +31.3% | +16.4% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling