+165.4%
AMT vs SHAK
+59.5%
+105.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.7% |
| 7D | +1.5% | +4.3% | -2.8% | +1.1% |
| 30D | +6.8% | +9.0% | -2.2% | +5.9% |
| 3M | +11.2% | +1.8% | +9.4% | +10.8% |
| 6M | +12.5% | +17.3% | -4.8% | +10.2% |
| YTD | +12.5% | -7.6% | +20.1% | +11.5% |
| 1Y | +10.1% | -16.9% | +27.0% | +10.2% |
| 3Y | +16.0% | +35.1% | -19.0% | +6.1% |
| 5Y | -17.2% | -11.3% | -5.9% | -22.7% |
| 10Y | +135.2% | +98.8% | +36.4% | +91.5% |
| All | +165.4% | +59.5% | +105.9% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling