-99.8%
AMIX vs SHAK
-8.6%
-91.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -54.4% | -5.2% | -49.1% | -54.1% |
| 3M | -45.7% | +27.3% | -73.0% | -47.8% |
| 6M | -49.2% | -27.9% | -21.3% | -48.4% |
| YTD | -60.3% | -17.0% | -43.4% | -60.6% |
| 1Y | -81.4% | -30.9% | -50.4% | -81.0% |
| All | -99.8% | -8.6% | -91.1% | -99.8% |
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 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