+195.2%
AMD vs SHAK
-34.0%
+229.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.5% | +4.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | -0.9% | -6.6% | +5.7% | -0.4% |
| 3M | -8.7% | +30.1% | -38.8% | -12.0% |
| 6M | +136.3% | -28.7% | +165.1% | +149.4% |
| YTD | +123.0% | -14.5% | +137.5% | +132.3% |
| 1Y | +195.2% | -31.9% | +227.1% | +216.1% |
| All | +195.2% | -34.0% | +229.2% | +216.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling