-17.4%
AA vs SHAK
-12.1%
-5.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.7% |
| 7D | +0.5% | +4.3% | -3.8% | -0.8% |
| 30D | -0.6% | +9.0% | -9.6% | -3.3% |
| 3M | -19.7% | +1.8% | -21.5% | -20.6% |
| 6M | -41.6% | +17.3% | -58.9% | -45.5% |
| YTD | -24.6% | -7.6% | -17.0% | -26.8% |
| 1Y | +4.9% | -16.9% | +21.8% | +5.4% |
| 3Y | +66.8% | +35.1% | +31.8% | +30.9% |
| All | -17.4% | -12.1% | -5.3% | -28.2% |
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