-91.6%
AMIX vs SHAK
-21.2%
-70.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.3% |
| 7D | -25.1% | +8.3% | -33.4% | -25.6% |
| 30D | -54.5% | +16.7% | -71.2% | -55.1% |
| 3M | -91.7% | +10.0% | -101.7% | -91.9% |
| 6M | -79.4% | -23.8% | -55.6% | -79.6% |
| YTD | -86.1% | -10.3% | -75.8% | -85.3% |
| 1Y | -91.6% | -22.9% | -68.7% | -92.2% |
| All | -91.6% | -21.2% | -70.3% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling