+88.6%
AG vs SHAK
-34.9%
+123.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -3.6% |
| 7D | -6.7% | -8.3% | +1.6% | -5.1% |
| 30D | +2.2% | -12.6% | +14.8% | +5.0% |
| 3M | +15.7% | +9.1% | +6.6% | +14.2% |
| 6M | -23.8% | -31.2% | +7.5% | -20.3% |
| YTD | +17.6% | -21.6% | +39.2% | +20.5% |
| 1Y | +88.6% | -38.8% | +127.4% | +112.1% |
| All | +88.6% | -34.9% | +123.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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