-67.5%
AAOX vs SHAK
-29.2%
-38.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.5% | +0.3% | -5.2% |
| 7D | +8.3% | -7.2% | +15.6% | +9.6% |
| 30D | -41.8% | -11.8% | -30.0% | -40.4% |
| 3M | -73.3% | +17.2% | -90.4% | -73.9% |
| All | -67.5% | -29.2% | -38.2% | -52.3% |
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 · Available span rolling