+96.3%
SHAK vs AMBA
-0.9%
+97.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.5% |
| 7D | +4.3% | +2.7% | +1.6% | +3.6% |
| 30D | +9.0% | -2.2% | +11.2% | +9.2% |
| 3M | +1.8% | -26.6% | +28.5% | +8.5% |
| 6M | +17.3% | -26.8% | +44.1% | +19.0% |
| YTD | -7.6% | -15.1% | +7.5% | -11.4% |
| 1Y | -16.9% | -32.3% | +15.3% | -16.1% |
| 3Y | +35.1% | +19.8% | +15.2% | +8.2% |
| 5Y | -11.3% | -69.2% | +58.0% | -6.7% |
| All | +96.3% | -0.9% | +97.2% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling