+17.4%
AGI vs SHAK
-34.0%
+51.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +18.2% | -6.6% | +24.9% | +19.7% |
| 3M | -4.1% | +30.1% | -34.2% | -7.5% |
| 6M | -28.7% | -28.7% | 0.0% | -26.5% |
| YTD | -4.0% | -14.5% | +10.5% | -2.4% |
| 1Y | +17.4% | -31.9% | +49.3% | +18.4% |
| All | +17.4% | -34.0% | +51.4% | +18.4% |
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