+14.2%
AA vs SHAK
+59.5%
-45.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.6% |
| 1Y | +4.9% | -16.9% | +21.8% | +5.4% |
| 3Y | +66.8% | +35.1% | +31.8% | +36.2% |
| 5Y | -19.4% | -11.3% | -8.2% | -28.4% |
| 10Y | +43.1% | +98.8% | -55.7% | -8.2% |
| All | +14.2% | +59.5% | -45.3% | -30.2% |
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 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