+260.1%
AMGN vs SHAK
+34.1%
+226.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | -11.6% | -7.2% | -4.4% | -11.0% |
| 30D | -5.7% | -11.8% | +6.1% | -4.5% |
| 3M | +14.2% | +17.2% | -2.9% | +12.2% |
| 6M | +5.2% | -34.1% | +39.3% | +8.7% |
| YTD | +22.0% | -22.4% | +44.4% | +23.7% |
| 1Y | +43.6% | -35.9% | +79.6% | +48.2% |
| 3Y | +65.0% | -3.4% | +68.4% | +59.0% |
| 5Y | +112.0% | -25.4% | +137.5% | +104.6% |
| 10Y | +216.6% | +83.4% | +133.1% | +151.1% |
| All | +260.1% | +34.1% | +226.0% | +193.2% |
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 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