+48.4%
AA vs SHAK
+43.4%
+4.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.4% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +3.3% | -5.2% | +8.6% | +4.9% |
| 3M | -29.4% | +27.3% | -56.7% | -35.2% |
| 6M | -12.8% | -27.9% | +15.1% | -7.2% |
| YTD | -2.1% | -17.0% | +14.8% | -1.0% |
| 1Y | +62.8% | -30.9% | +93.7% | +73.7% |
| 3Y | +90.5% | +3.4% | +87.1% | +70.0% |
| 5Y | +19.1% | -20.5% | +39.5% | +8.6% |
| 10Y | +124.8% | +88.3% | +36.5% | +48.2% |
| All | +48.4% | +43.4% | +4.9% | -5.9% |
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