+7,765.4%
AMD vs SHAK
+97.6%
+7,667.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -11.9% | -9.7% |
| 7D | +18.9% | +4.3% | +14.6% | +17.4% |
| 30D | -6.4% | +9.0% | -15.5% | -8.9% |
| 3M | +10.6% | +1.8% | +8.7% | +9.2% |
| 6M | +19.9% | +17.3% | +2.6% | +11.1% |
| YTD | +149.4% | -7.6% | +157.0% | +142.6% |
| 1Y | +115.4% | -16.9% | +132.3% | +115.9% |
| 3Y | +357.3% | +35.1% | +322.2% | +266.7% |
| 5Y | +261.1% | -11.3% | +272.4% | +216.1% |
| All | +7,765.4% | +97.6% | +7,667.8% | +4,705.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling