+88.3%
SHAK vs AMBA
-5.3%
+93.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -0.3% | -6.4% | +6.1% | +1.2% |
| 30D | -5.2% | -26.8% | +21.6% | +2.2% |
| 3M | +27.3% | -7.6% | +34.9% | +25.4% |
| 6M | -27.9% | +21.2% | -49.1% | -35.7% |
| YTD | -17.0% | -10.4% | -6.6% | -20.4% |
| 1Y | -30.9% | -24.4% | -6.5% | -31.9% |
| 3Y | +3.4% | +6.0% | -2.6% | -13.1% |
| 5Y | -20.5% | -53.9% | +33.4% | -24.1% |
| 10Y | +88.3% | -6.2% | +94.4% | +26.2% |
| All | +88.3% | -5.3% | +93.5% | +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