+87.8%
AAPL vs SHAK
-2.6%
+90.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.3% |
| 7D | +3.8% | -8.3% | +12.1% | +5.1% |
| 30D | +9.9% | -12.6% | +22.6% | +11.9% |
| 3M | +12.5% | +9.1% | +3.4% | +10.6% |
| 6M | +27.6% | -31.2% | +58.9% | +32.5% |
| YTD | +22.6% | -21.6% | +44.1% | +24.2% |
| 1Y | +45.0% | -38.8% | +83.8% | +52.8% |
| 3Y | +87.8% | +0.6% | +87.1% | +88.5% |
| All | +87.8% | -2.6% | +90.4% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling