+2,770.9%
AVGO vs SHAK
+87.2%
+2,683.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.4% |
| 7D | +1.1% | -8.3% | +9.4% | +3.2% |
| 30D | -13.0% | -12.6% | -0.4% | -10.4% |
| 3M | -6.0% | +9.1% | -15.1% | -8.9% |
| 6M | +6.4% | -31.2% | +37.6% | +13.3% |
| YTD | +5.0% | -21.6% | +26.6% | +7.7% |
| 1Y | +1.4% | -38.8% | +40.2% | +10.1% |
| 3Y | +336.8% | +0.6% | +336.2% | +301.8% |
| 5Y | +698.2% | -22.5% | +720.7% | +642.1% |
| All | +2,770.9% | +87.2% | +2,683.7% | +1,838.8% |
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