+5.2%
AMGN vs SHAK
-32.1%
+37.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | -11.6% | -7.2% | -4.4% | -10.8% |
| 30D | -5.7% | -11.8% | +6.1% | -4.2% |
| 3M | +14.2% | +17.2% | -2.9% | +12.7% |
| 6M | +5.2% | -34.1% | +39.3% | +8.1% |
| All | +5.2% | -32.1% | +37.3% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling