-99.8%
AMIX vs SHAK
-5.9%
-93.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -1.9% |
| 7D | -13.7% | -0.7% | -13.0% | -13.6% |
| 30D | -62.1% | -6.6% | -55.4% | -61.8% |
| 3M | -46.2% | +30.1% | -76.2% | -48.3% |
| 6M | -46.4% | -28.7% | -17.7% | -45.5% |
| YTD | -60.3% | -14.5% | -45.8% | -60.7% |
| 1Y | -79.7% | -31.9% | -47.8% | -79.2% |
| All | -99.8% | -5.9% | -93.8% | -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 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