+92.1%
AMDL vs SHAK
-27.1%
+119.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.4% |
| 7D | +5.4% | +8.2% | -2.8% | +3.4% |
| 30D | -36.6% | +13.5% | -50.1% | -39.4% |
| 3M | -1.0% | +6.2% | -7.2% | -3.5% |
| 6M | -12.1% | +8.2% | -20.3% | -18.8% |
| YTD | +215.1% | -6.5% | +221.6% | +202.2% |
| 1Y | +130.4% | -19.2% | +149.6% | +142.4% |
| All | +92.1% | -27.1% | +119.2% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling