+97.8%
AGNC vs SHAK
+35.4%
+62.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | -4.7% | -8.3% | +3.6% | -3.6% |
| 30D | -5.7% | -12.6% | +7.0% | -4.0% |
| 3M | +1.9% | +9.1% | -7.3% | +0.2% |
| 6M | +1.8% | -31.2% | +33.0% | +5.7% |
| YTD | +3.4% | -21.6% | +25.0% | +5.1% |
| 1Y | +13.6% | -38.8% | +52.4% | +19.2% |
| 3Y | +60.4% | +0.6% | +59.8% | +51.7% |
| 5Y | +27.0% | -22.5% | +49.5% | +20.3% |
| 10Y | +83.1% | +85.3% | -2.2% | +51.4% |
| All | +97.8% | +35.4% | +62.4% | +63.8% |
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