+376.3%
AMD vs SHAK
-22.1%
+398.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.9% | +8.8% | +6.8% |
| 7D | +10.0% | -0.3% | +10.4% | +10.1% |
| 30D | +4.6% | -5.2% | +9.9% | +6.3% |
| 3M | +3.1% | +27.3% | -24.1% | -7.0% |
| 6M | +162.8% | -27.9% | +190.7% | +182.4% |
| YTD | +136.2% | -17.0% | +153.1% | +138.2% |
| 1Y | +234.0% | -30.9% | +265.0% | +258.4% |
| 3Y | +376.7% | +3.4% | +373.3% | +289.6% |
| 5Y | +376.3% | -20.5% | +396.8% | +271.3% |
| All | +376.3% | -22.1% | +398.4% | +271.3% |
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