-23.7%
AMRZ vs SHAK
-35.2%
+11.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.9% |
| 7D | -4.7% | -7.2% | +2.5% | -3.1% |
| 30D | -11.3% | -11.8% | +0.5% | -8.9% |
| 3M | -22.1% | +17.2% | -39.2% | -24.7% |
| 6M | -29.6% | -34.1% | +4.5% | -24.7% |
| YTD | -23.3% | -22.4% | -0.9% | -20.4% |
| 1Y | -23.7% | -35.9% | +12.2% | -17.0% |
| All | -23.7% | -35.2% | +11.5% | -17.0% |
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