+95.5%
AMD vs SHAK
-21.2%
+116.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.8% |
| 7D | -15.5% | +8.3% | -23.8% | -16.0% |
| 30D | -22.6% | +16.7% | -39.3% | -23.5% |
| 3M | -5.7% | +10.0% | -15.7% | -6.7% |
| 6M | +43.1% | -23.8% | +66.9% | +52.3% |
| YTD | +128.2% | -10.3% | +138.5% | +133.3% |
| 1Y | +95.5% | -22.9% | +118.4% | +125.9% |
| All | +95.5% | -21.2% | +116.7% | +125.9% |
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 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