-30.2%
AMT vs SHAK
-25.9%
-4.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.3% |
| 7D | +1.5% | -7.2% | +8.7% | +2.0% |
| 30D | +3.7% | -11.8% | +15.5% | +4.6% |
| 3M | -7.2% | +17.2% | -24.4% | -8.5% |
| 6M | -4.2% | -34.1% | +30.0% | -2.0% |
| YTD | +1.9% | -22.4% | +24.3% | +2.5% |
| 1Y | -6.4% | -35.9% | +29.6% | -4.4% |
| 3Y | +7.7% | -3.4% | +11.1% | -0.4% |
| All | -30.2% | -25.9% | -4.3% | -38.2% |
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 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