+103.4%
AMGN vs SHAK
-22.8%
+126.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.6% |
| 7D | -13.7% | -8.3% | -5.4% | -13.1% |
| 30D | -8.8% | -12.6% | +3.8% | -7.9% |
| 3M | +7.2% | +9.1% | -1.9% | +6.4% |
| 6M | +1.3% | -31.2% | +32.5% | +3.4% |
| YTD | +17.6% | -21.6% | +39.2% | +18.8% |
| 1Y | +37.2% | -38.8% | +75.9% | +40.7% |
| 3Y | +57.7% | +0.6% | +57.1% | +54.2% |
| All | +103.4% | -22.8% | +126.2% | +98.4% |
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