+85.5%
AME vs SHAK
-27.4%
+112.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | 0.0% | -11.0% | +11.0% | +1.6% |
| 30D | -8.6% | -14.0% | +5.4% | -6.8% |
| 3M | +5.8% | +13.3% | -7.5% | +3.5% |
| 6M | +3.8% | -35.3% | +39.2% | +9.0% |
| YTD | +14.4% | -24.0% | +38.4% | +17.1% |
| 1Y | +25.8% | -36.7% | +62.5% | +31.8% |
| 3Y | +55.2% | -5.4% | +60.5% | +47.8% |
| 5Y | +85.5% | -24.9% | +110.4% | +75.9% |
| All | +85.5% | -27.4% | +112.9% | +75.9% |
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