+65.4%
SHAK vs AMBA
+7.6%
+57.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +8.2% | -2.6% | +10.9% | +8.9% |
| 30D | +13.5% | -10.5% | +23.9% | +16.1% |
| 3M | +6.2% | -26.4% | +32.7% | +12.9% |
| 6M | +8.2% | -20.9% | +29.1% | +7.3% |
| YTD | -6.5% | -14.8% | +8.3% | -10.1% |
| 1Y | -19.2% | -36.1% | +16.9% | -17.0% |
| 3Y | +37.9% | +20.2% | +17.7% | +11.9% |
| 5Y | -9.5% | -67.2% | +57.8% | -5.9% |
| 10Y | +106.2% | +5.0% | +101.2% | +41.0% |
| All | +65.4% | +7.6% | +57.8% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling