+4.4%
SHAK vs AMBA
+3.8%
+0.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.7% | -11.0% | +10.3% | +1.4% |
| 30D | -6.6% | -23.2% | +16.5% | -2.2% |
| 3M | +30.1% | -12.7% | +42.8% | +29.7% |
| 6M | -28.7% | +11.2% | -40.0% | -35.0% |
| YTD | -14.5% | -11.2% | -3.3% | -18.2% |
| 1Y | -31.9% | -22.5% | -9.3% | -33.8% |
| All | +4.4% | +3.8% | +0.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling