+9.5%
AGI vs SHAK
-34.9%
+44.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.1% |
| 7D | -2.7% | -8.3% | +5.6% | -1.1% |
| 30D | +7.2% | -12.6% | +19.9% | +10.1% |
| 3M | +4.3% | +9.1% | -4.9% | +3.2% |
| 6M | -27.1% | -31.2% | +4.2% | -23.9% |
| YTD | -6.6% | -21.6% | +15.0% | -3.9% |
| 1Y | +9.5% | -38.8% | +48.3% | +15.9% |
| All | +9.5% | -34.9% | +44.4% | +15.9% |
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