+115.6%
AMDL vs SHAK
-40.7%
+156.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.8% |
| 7D | +20.7% | -11.0% | +31.7% | +26.5% |
| 30D | +9.4% | -14.0% | +23.5% | +16.6% |
| 3M | +5.6% | +13.3% | -7.6% | -6.0% |
| 6M | +340.3% | -35.3% | +375.6% | +419.0% |
| YTD | +253.6% | -24.0% | +277.6% | +270.1% |
| 1Y | +443.4% | -36.7% | +480.1% | +532.6% |
| All | +115.6% | -40.7% | +156.3% | +169.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling