+335.4%
AVGO vs SHAK
-5.6%
+341.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | +1.0% | -11.0% | +12.0% | +3.5% |
| 30D | -13.3% | -14.0% | +0.8% | -10.6% |
| 3M | -2.9% | +13.3% | -16.1% | -6.7% |
| 6M | +5.7% | -35.3% | +41.0% | +14.2% |
| YTD | +4.6% | -24.0% | +28.6% | +7.9% |
| 1Y | -1.6% | -36.7% | +35.1% | +5.9% |
| All | +335.4% | -5.6% | +341.0% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling