-18.3%
AMRZ vs SHAK
-49.0%
+30.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -9.8% | -5.2% | -4.6% | -8.9% |
| 3M | -17.2% | +27.3% | -44.5% | -21.0% |
| 6M | -26.9% | -27.9% | +0.9% | -23.7% |
| YTD | -21.5% | -17.0% | -4.5% | -19.5% |
| 1Y | -22.9% | -30.9% | +8.1% | -19.2% |
| All | -18.3% | -49.0% | +30.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling