+8,077.9%
AMD vs SHAK
+111.2%
+7,966.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +5.6% | +9.2% | +13.1% |
| 7D | +6.5% | +8.2% | -1.7% | +4.5% |
| 30D | -15.3% | +13.5% | -28.7% | -18.3% |
| 3M | +9.7% | +6.2% | +3.5% | +7.2% |
| 6M | +13.2% | +8.2% | +5.0% | +7.7% |
| YTD | +140.6% | -6.5% | +147.1% | +133.6% |
| 1Y | +111.2% | -19.2% | +130.4% | +114.2% |
| 3Y | +334.4% | +37.9% | +296.5% | +246.7% |
| 5Y | +268.3% | -9.5% | +277.8% | +221.3% |
| 10Y | +8,077.9% | +106.2% | +7,971.7% | +4,882.2% |
| All | +8,077.9% | +111.2% | +7,966.7% | +4,882.2% |
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