+131.0%
AMDL vs SHAK
-39.5%
+170.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.5% | +12.6% | +8.9% |
| 7D | +29.0% | -7.2% | +36.2% | +32.6% |
| 30D | +19.1% | -11.8% | +30.9% | +25.4% |
| 3M | +1.8% | +17.2% | -15.4% | -11.0% |
| 6M | +374.4% | -34.1% | +408.5% | +454.8% |
| YTD | +278.9% | -22.4% | +301.3% | +292.7% |
| 1Y | +510.6% | -35.9% | +546.5% | +608.2% |
| All | +131.0% | -39.5% | +170.4% | +186.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling