+2.7%
AA vs SHAK
-27.4%
+30.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.2% |
| 7D | -5.4% | -11.0% | +5.6% | -2.1% |
| 30D | -10.7% | -14.0% | +3.3% | -6.7% |
| 3M | -26.2% | +13.3% | -39.4% | -29.6% |
| 6M | -20.9% | -35.3% | +14.4% | -13.0% |
| YTD | -8.6% | -24.0% | +15.4% | -5.3% |
| 1Y | +57.4% | -36.7% | +94.1% | +72.5% |
| 3Y | +77.8% | -5.4% | +83.2% | +60.4% |
| 5Y | +2.7% | -24.9% | +27.6% | -14.0% |
| All | +2.7% | -27.4% | +30.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling