+469.0%
AMP vs SHAK
+35.4%
+433.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | 0.0% |
| 7D | -0.5% | -8.3% | +7.8% | +1.5% |
| 30D | -1.3% | -12.6% | +11.3% | +1.8% |
| 3M | +24.2% | +9.1% | +15.1% | +20.8% |
| 6M | +24.6% | -31.2% | +55.8% | +32.8% |
| YTD | +14.8% | -21.6% | +36.4% | +18.1% |
| 1Y | +12.8% | -38.8% | +51.6% | +22.7% |
| 3Y | +69.0% | +0.6% | +68.4% | +53.3% |
| 5Y | +124.9% | -22.5% | +147.4% | +106.6% |
| 10Y | +583.5% | +85.3% | +498.2% | +368.5% |
| All | +469.0% | +35.4% | +433.5% | +298.7% |
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