+17,372.4%
AMD vs SHAK
+53.0%
+17,319.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.0% | +8.1% | +10.2% |
| 7D | -11.0% | +2.0% | -13.0% | -11.4% |
| 30D | -30.5% | +12.0% | -42.5% | -32.8% |
| 3M | -8.2% | +2.3% | -10.6% | -9.4% |
| 6M | +6.6% | -25.5% | +32.1% | +11.6% |
| YTD | +109.7% | -11.4% | +121.1% | +106.7% |
| 1Y | +88.9% | -21.8% | +110.7% | +92.9% |
| 3Y | +301.8% | +25.8% | +276.0% | +233.9% |
| 5Y | +229.4% | -21.0% | +250.3% | +201.6% |
| 10Y | +6,745.1% | +126.4% | +6,618.7% | +3,964.9% |
| All | +17,372.4% | +53.0% | +17,319.4% | +11,084.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling