+1,117.4%
AAPL vs SHAK
+34.1%
+1,083.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.8% |
| 7D | -3.0% | -7.2% | +4.2% | -1.8% |
| 30D | +2.3% | -11.8% | +14.1% | +4.4% |
| 3M | +8.6% | +17.2% | -8.5% | +5.1% |
| 6M | +21.6% | -34.1% | +55.7% | +28.0% |
| YTD | +16.3% | -22.4% | +38.7% | +18.6% |
| 1Y | +35.1% | -35.9% | +71.0% | +42.0% |
| 3Y | +79.4% | -3.4% | +82.7% | +68.9% |
| 5Y | +109.8% | -25.4% | +135.3% | +98.3% |
| 10Y | +1,237.1% | +83.4% | +1,153.6% | +935.4% |
| All | +1,117.4% | +34.1% | +1,083.3% | +873.3% |
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 · 6 months rolling