-99.9%
AMIX vs SHAK
+1.6%
-101.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.7% |
| 7D | -9.9% | +4.3% | -14.2% | -10.3% |
| 30D | -52.8% | +9.0% | -61.8% | -53.3% |
| 3M | -80.0% | +1.8% | -81.8% | -80.1% |
| 6M | -80.2% | +17.3% | -97.6% | -80.9% |
| YTD | -88.1% | -7.6% | -80.5% | -88.4% |
| 1Y | -91.1% | -16.9% | -74.2% | -91.1% |
| All | -99.9% | +1.6% | -101.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling