-22.9%
SHAK vs AMBA
-25.6%
+2.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.6% | +3.8% |
| 7D | +8.3% | -8.1% | +16.4% | +8.3% |
| 30D | +16.7% | -10.8% | +27.5% | +16.7% |
| 3M | +10.0% | -25.9% | +35.9% | +10.6% |
| 6M | -23.8% | -13.9% | -9.9% | -26.2% |
| YTD | -10.3% | -14.0% | +3.7% | -15.6% |
| 1Y | -22.9% | -25.7% | +2.8% | -27.4% |
| All | -22.9% | -25.6% | +2.7% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling