+4,660.2%
AVGO vs SHAK
+43.4%
+4,616.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -13.8% | -5.2% | -8.6% | -13.0% |
| 3M | -6.9% | +27.3% | -34.2% | -12.5% |
| 6M | +11.9% | -27.9% | +39.8% | +17.4% |
| YTD | +6.9% | -17.0% | +23.8% | +8.2% |
| 1Y | +7.4% | -30.9% | +38.3% | +12.5% |
| 3Y | +345.6% | +3.4% | +342.2% | +313.7% |
| 5Y | +718.9% | -20.5% | +739.4% | +667.5% |
| 10Y | +2,755.4% | +88.3% | +2,667.1% | +1,972.4% |
| All | +4,660.2% | +43.4% | +4,616.8% | +3,326.3% |
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