+140.9%
AMT vs SHAK
+47.7%
+93.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | +4.6% | -6.6% | +11.3% | +5.2% |
| 3M | -8.4% | +30.1% | -38.5% | -10.9% |
| 6M | -6.0% | -28.7% | +22.7% | -4.0% |
| YTD | +2.1% | -14.5% | +16.6% | +2.2% |
| 1Y | -6.4% | -31.9% | +25.5% | -4.4% |
| 3Y | +8.1% | -1.0% | +9.0% | +2.4% |
| 5Y | -31.9% | -18.7% | -13.2% | -36.1% |
| 10Y | +97.1% | +98.1% | -1.0% | +61.4% |
| All | +140.9% | +47.7% | +93.3% | +97.0% |
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