+4.6%
ABNB vs SHAK
-25.1%
+29.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | -9.5% | -11.0% | +1.5% | -5.2% |
| 30D | -9.4% | -14.0% | +4.7% | -3.9% |
| 3M | +29.9% | +13.3% | +16.6% | +22.2% |
| 6M | +26.6% | -35.3% | +61.9% | +44.0% |
| YTD | +23.5% | -24.0% | +47.5% | +29.7% |
| 1Y | +35.8% | -36.7% | +72.6% | +53.0% |
| 3Y | +15.0% | -5.4% | +20.3% | -9.0% |
| All | +4.6% | -25.1% | +29.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling