+561.3%
ABBV vs SHAK
+34.1%
+527.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.4% |
| 7D | -4.1% | -7.2% | +3.1% | -3.6% |
| 30D | +1.2% | -11.8% | +13.0% | +2.2% |
| 3M | +12.1% | +17.2% | -5.1% | +10.3% |
| 6M | +12.0% | -34.1% | +46.2% | +15.0% |
| YTD | +12.4% | -22.4% | +34.8% | +13.5% |
| 1Y | +22.9% | -35.9% | +58.9% | +26.0% |
| 3Y | +86.8% | -3.4% | +90.1% | +80.5% |
| 5Y | +181.0% | -25.4% | +206.4% | +171.7% |
| 10Y | +497.0% | +83.4% | +413.5% | +375.8% |
| All | +561.3% | +34.1% | +527.2% | +375.1% |
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