+20.6%
ABNB vs SHAK
-20.6%
+41.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | -2.0% | -5.2% | +3.3% | +0.1% |
| 3M | +29.8% | +27.3% | +2.6% | +16.3% |
| 6M | +31.0% | -27.9% | +58.9% | +42.8% |
| YTD | +28.6% | -17.0% | +45.6% | +30.6% |
| 1Y | +40.1% | -30.9% | +71.0% | +52.5% |
| 3Y | +19.7% | +3.4% | +16.3% | -6.9% |
| 5Y | +6.5% | -20.5% | +27.0% | -11.4% |
| All | +20.6% | -20.6% | +41.2% | -9.7% |
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