+164.0%
AMDL vs SHAK
-22.0%
+186.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.1% | +15.0% | +12.4% |
| 7D | +103.5% | +4.1% | +99.4% | +102.6% |
| 30D | -18.3% | +2.3% | -20.6% | -18.3% |
| 3M | +20.1% | -0.2% | +20.3% | +20.4% |
| 6M | +15.9% | +10.1% | +5.8% | +14.2% |
| YTD | +303.0% | -10.5% | +313.5% | +350.6% |
| 1Y | +164.0% | -22.4% | +186.4% | +210.7% |
| All | +164.0% | -22.0% | +186.0% | +210.7% |
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