+15.5%
ABNB vs SHAK
-2.6%
+18.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.7% |
| 7D | -6.5% | -8.3% | +1.8% | -4.4% |
| 30D | -5.5% | -12.6% | +7.1% | -2.2% |
| 3M | +30.0% | +9.1% | +20.9% | +26.5% |
| 6M | +27.6% | -31.2% | +58.8% | +36.8% |
| YTD | +25.4% | -21.6% | +47.0% | +28.8% |
| 1Y | +38.3% | -38.8% | +77.1% | +52.1% |
| 3Y | +15.5% | +0.6% | +14.9% | -7.3% |
| All | +15.5% | -2.6% | +18.2% | -7.3% |
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 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