+69.0%
AMP vs SHAK
-2.6%
+71.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.2% |
| 7D | -0.5% | -8.3% | +7.8% | +1.0% |
| 30D | -1.3% | -12.6% | +11.3% | +1.0% |
| 3M | +24.2% | +9.1% | +15.1% | +21.7% |
| 6M | +24.6% | -31.2% | +55.8% | +31.0% |
| YTD | +14.8% | -21.6% | +36.4% | +17.6% |
| 1Y | +12.8% | -38.8% | +51.6% | +20.8% |
| 3Y | +69.0% | +0.6% | +68.4% | +62.3% |
| All | +69.0% | -2.6% | +71.6% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling