+106.2%
AMT vs SHAK
+87.2%
+19.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +2.5% |
| 7D | +1.1% | -8.3% | +9.4% | +2.0% |
| 30D | +4.4% | -12.6% | +17.0% | +5.7% |
| 3M | -5.2% | +9.1% | -14.3% | -6.3% |
| 6M | -0.8% | -31.2% | +30.4% | +1.8% |
| YTD | +3.3% | -21.6% | +24.9% | +4.2% |
| 1Y | -6.0% | -38.8% | +32.8% | -2.8% |
| 3Y | +9.6% | +0.6% | +9.0% | +2.2% |
| 5Y | -29.2% | -22.5% | -6.7% | -34.1% |
| All | +106.2% | +87.2% | +19.0% | +68.3% |
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