-12.9%
AMRZ vs SHAK
-18.1%
+5.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | 0.0% | +8.2% | -8.3% | -1.8% |
| 30D | +15.9% | +13.5% | +2.4% | +12.7% |
| 3M | -9.2% | +6.2% | -15.4% | -10.6% |
| 6M | -20.3% | +8.2% | -28.5% | -22.3% |
| YTD | -21.5% | -6.5% | -15.0% | -20.7% |
| 1Y | -12.9% | -19.2% | +6.3% | -11.4% |
| All | -12.9% | -18.1% | +5.2% | -11.4% |
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