+625.3%
AGI vs SHAK
+31.3%
+594.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -5.3% | -11.0% | +5.7% | -4.1% |
| 30D | +6.8% | -14.0% | +20.8% | +8.4% |
| 3M | +8.3% | +13.3% | -4.9% | +7.0% |
| 6M | -29.2% | -35.3% | +6.1% | -26.7% |
| YTD | -7.3% | -24.0% | +16.7% | -5.5% |
| 1Y | +8.0% | -36.7% | +44.7% | +11.7% |
| 3Y | +206.6% | -5.4% | +211.9% | +198.7% |
| 5Y | +398.1% | -24.9% | +423.0% | +382.7% |
| 10Y | +384.0% | +79.6% | +304.3% | +335.4% |
| All | +625.3% | +31.3% | +594.1% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling