+115.4%
AMD vs SHAK
-20.2%
+135.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -11.9% | -9.0% |
| 7D | +18.9% | +4.3% | +14.6% | +18.5% |
| 30D | -6.4% | +9.0% | -15.5% | -6.9% |
| 3M | +10.6% | +1.8% | +8.7% | +10.4% |
| 6M | +19.9% | +17.3% | +2.6% | +18.2% |
| YTD | +149.4% | -7.6% | +157.0% | +164.1% |
| 1Y | +115.4% | -16.9% | +132.3% | +124.9% |
| All | +115.4% | -20.2% | +135.5% | +124.9% |
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