+56.6%
SHAK vs AMBA
+4.3%
+52.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.2% | +1.5% |
| 7D | +2.0% | -7.2% | +9.2% | +3.7% |
| 30D | +12.0% | -10.4% | +22.4% | +14.3% |
| 3M | +2.3% | -30.1% | +32.5% | +10.1% |
| 6M | -25.5% | -22.4% | -3.1% | -25.8% |
| YTD | -11.4% | -17.3% | +5.9% | -14.3% |
| 1Y | -21.8% | -35.4% | +13.6% | -20.1% |
| 3Y | +25.8% | +18.6% | +7.2% | +2.3% |
| 5Y | -21.0% | -69.8% | +48.8% | -16.5% |
| 10Y | +126.4% | +1.1% | +125.3% | +56.0% |
| All | +56.6% | +4.3% | +52.3% | +12.0% |
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