+499.5%
AMDL vs SHAK
-34.9%
+534.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +4.5% |
| 7D | +15.9% | -8.3% | +24.2% | +17.1% |
| 30D | +10.5% | -12.6% | +23.1% | +12.4% |
| 3M | -4.7% | +9.1% | -13.8% | -8.6% |
| 6M | +355.2% | -31.2% | +386.4% | +409.2% |
| YTD | +270.9% | -21.6% | +292.5% | +306.6% |
| 1Y | +499.5% | -38.8% | +538.3% | +595.7% |
| All | +499.5% | -34.9% | +534.3% | +595.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling