+44.2%
ABNB vs SHAK
-21.2%
+65.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.8% | +5.0% |
| 7D | +6.2% | +8.3% | -2.1% | +4.9% |
| 30D | +7.5% | +16.7% | -9.2% | +4.8% |
| 3M | +17.6% | +10.0% | +7.7% | +15.7% |
| 6M | +27.0% | -23.8% | +50.8% | +30.3% |
| YTD | +30.0% | -10.3% | +40.2% | +29.8% |
| 1Y | +44.2% | -22.9% | +67.0% | +49.3% |
| All | +44.2% | -21.2% | +65.4% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling