+301.8%
AMD vs SHAK
+21.0%
+280.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.0% | +8.1% | +10.4% |
| 7D | -11.0% | +2.0% | -13.0% | -11.3% |
| 30D | -30.5% | +12.0% | -42.5% | -32.0% |
| 3M | -8.2% | +2.3% | -10.6% | -8.9% |
| 6M | +6.6% | -25.5% | +32.1% | +12.1% |
| YTD | +109.7% | -11.4% | +121.1% | +109.2% |
| 1Y | +88.9% | -21.8% | +110.7% | +94.8% |
| 3Y | +301.8% | +25.8% | +276.0% | +281.9% |
| All | +301.8% | +21.0% | +280.8% | +281.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling