+433.0%
AME vs SHAK
+87.2%
+345.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.7% |
| 7D | +1.7% | -8.3% | +10.0% | +3.3% |
| 30D | -6.4% | -12.6% | +6.2% | -4.3% |
| 3M | +7.1% | +9.1% | -2.0% | +4.8% |
| 6M | +8.2% | -31.2% | +39.4% | +13.6% |
| YTD | +18.2% | -21.6% | +39.8% | +20.7% |
| 1Y | +26.7% | -38.8% | +65.5% | +35.1% |
| 3Y | +60.7% | +0.6% | +60.1% | +48.5% |
| 5Y | +91.6% | -22.5% | +114.1% | +77.8% |
| All | +433.0% | +87.2% | +345.8% | +263.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling