+504.9%
ABBV vs SHAK
+87.2%
+417.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.6% |
| 7D | +0.3% | -8.3% | +8.5% | +0.9% |
| 30D | +3.4% | -12.6% | +16.0% | +4.4% |
| 3M | +15.2% | +9.1% | +6.1% | +14.1% |
| 6M | +14.7% | -31.2% | +45.9% | +17.1% |
| YTD | +15.2% | -21.6% | +36.8% | +16.1% |
| 1Y | +20.4% | -38.8% | +59.2% | +23.6% |
| 3Y | +91.3% | +0.6% | +90.7% | +84.7% |
| 5Y | +189.6% | -22.5% | +212.1% | +179.9% |
| All | +504.9% | +87.2% | +417.7% | +370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling