+208.4%
AGI vs SHAK
-2.6%
+211.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -2.7% | -8.3% | +5.6% | -1.6% |
| 30D | +7.2% | -12.6% | +19.9% | +9.2% |
| 3M | +4.3% | +9.1% | -4.9% | +3.3% |
| 6M | -27.1% | -31.2% | +4.2% | -24.6% |
| YTD | -6.6% | -21.6% | +15.0% | -4.8% |
| 1Y | +9.5% | -38.8% | +48.3% | +14.2% |
| 3Y | +208.4% | +0.6% | +207.8% | +181.2% |
| All | +208.4% | -2.6% | +211.1% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling