-19.2%
SHAK vs AMBA
-34.6%
+15.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.6% |
| 7D | +8.2% | -2.6% | +10.9% | +8.1% |
| 30D | +13.5% | -10.5% | +23.9% | +13.4% |
| 3M | +6.2% | -26.4% | +32.7% | +6.7% |
| 6M | +8.2% | -20.9% | +29.1% | +5.8% |
| YTD | -6.5% | -14.8% | +8.3% | -12.2% |
| 1Y | -19.2% | -36.1% | +16.9% | -24.5% |
| All | -19.2% | -34.6% | +15.4% | -24.5% |
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