+199.0%
AMD vs SHAK
-19.2%
+218.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.0% | +8.1% | +10.0% |
| 7D | -11.0% | +2.0% | -13.0% | -11.5% |
| 30D | -30.5% | +12.0% | -42.5% | -33.2% |
| 3M | -8.2% | +2.3% | -10.6% | -9.7% |
| 6M | +6.6% | -25.5% | +32.1% | +13.4% |
| YTD | +109.7% | -11.4% | +121.1% | +105.4% |
| 1Y | +88.9% | -21.8% | +110.7% | +94.1% |
| 3Y | +301.8% | +25.8% | +276.0% | +188.6% |
| All | +199.0% | -19.2% | +218.3% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling