-16.6%
AMRZ vs SHAK
-41.7%
+25.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +0.8% |
| 7D | -1.1% | +6.5% | -7.6% | -2.4% |
| 30D | +18.3% | +15.3% | +3.0% | +14.9% |
| 3M | -8.0% | +8.5% | -16.4% | -9.7% |
| 6M | -18.7% | +10.0% | -28.7% | -20.9% |
| YTD | -19.8% | -5.0% | -14.9% | -20.2% |
| 1Y | -12.3% | -15.3% | +3.0% | -11.5% |
| All | -16.6% | -41.7% | +25.0% | -13.2% |
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