-20.2%
AMRZ vs SHAK
-52.3%
+32.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.1% |
| 7D | -4.7% | -7.2% | +2.5% | -3.2% |
| 30D | -11.3% | -11.8% | +0.5% | -9.1% |
| 3M | -22.1% | +17.2% | -39.2% | -24.4% |
| 6M | -29.6% | -34.1% | +4.5% | -25.3% |
| YTD | -23.3% | -22.4% | -0.9% | -20.4% |
| 1Y | -23.7% | -35.9% | +12.2% | -19.0% |
| All | -20.2% | -52.3% | +32.1% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling