-35.9%
SHAK vs AMBA
-17.3%
-18.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.4% | -14.9% | -6.9% |
| 7D | -7.2% | +2.5% | -9.7% | -7.3% |
| 30D | -11.8% | -16.1% | +4.3% | -10.9% |
| 3M | +17.2% | +4.6% | +12.5% | +15.4% |
| 6M | -34.1% | +29.2% | -63.3% | -39.8% |
| YTD | -22.4% | -2.9% | -19.5% | -26.8% |
| 1Y | -35.9% | -18.7% | -17.2% | -39.6% |
| All | -35.9% | -17.3% | -18.6% | -39.6% |
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