+569.7%
AJG vs SHAK
+35.4%
+534.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | -8.3% | -8.3% | 0.0% | -7.4% |
| 30D | -5.7% | -12.6% | +7.0% | -4.3% |
| 3M | +9.1% | +9.1% | 0.0% | +7.9% |
| 6M | +15.2% | -31.2% | +46.5% | +18.5% |
| YTD | -6.3% | -21.6% | +15.3% | -5.3% |
| 1Y | -19.1% | -38.8% | +19.7% | -16.1% |
| 3Y | +8.2% | +0.6% | +7.6% | +2.6% |
| 5Y | +75.6% | -22.5% | +98.2% | +66.6% |
| 10Y | +471.1% | +85.3% | +385.8% | +354.8% |
| All | +569.7% | +35.4% | +534.3% | +442.1% |
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