-99.9%
AMIX vs SHAK
+4.6%
-104.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +7.3% | +4.5% | +10.8% |
| 7D | +1.2% | +6.5% | -5.3% | +0.4% |
| 30D | -45.3% | +15.3% | -60.7% | -46.4% |
| 3M | -83.1% | +8.5% | -91.5% | -83.3% |
| 6M | -76.9% | +10.0% | -86.9% | -77.5% |
| YTD | -85.3% | -5.0% | -80.3% | -85.7% |
| 1Y | -89.8% | -15.3% | -74.5% | -89.9% |
| All | -99.9% | +4.6% | -104.5% | -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