+436.1%
AME vs SHAK
+43.4%
+392.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -6.3% | -5.2% | -1.0% | -5.5% |
| 3M | +5.4% | +27.3% | -21.9% | +0.9% |
| 6M | +7.4% | -27.9% | +35.3% | +11.4% |
| YTD | +16.2% | -17.0% | +33.1% | +17.4% |
| 1Y | +26.8% | -30.9% | +57.7% | +31.7% |
| 3Y | +57.5% | +3.4% | +54.1% | +47.2% |
| 5Y | +84.8% | -20.5% | +105.3% | +73.3% |
| 10Y | +424.3% | +88.3% | +336.0% | +298.3% |
| All | +436.1% | +43.4% | +392.7% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling