-25.5%
SHAK vs AMBA
-23.1%
-2.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.2% | +3.4% |
| 7D | +2.0% | -7.2% | +9.2% | +1.4% |
| 30D | +12.0% | -10.4% | +22.4% | +11.1% |
| 3M | +2.3% | -30.1% | +32.5% | +0.5% |
| 6M | -25.5% | -22.4% | -3.1% | -27.5% |
| All | -25.5% | -23.1% | -2.5% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling