-11.3%
ABT vs SHAK
-22.8%
+11.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -1.6% |
| 7D | -5.9% | -8.3% | +2.4% | -5.2% |
| 30D | -8.1% | -12.6% | +4.6% | -7.0% |
| 3M | +14.5% | +9.1% | +5.4% | +13.3% |
| 6M | -6.3% | -31.2% | +25.0% | -4.0% |
| YTD | -17.1% | -21.6% | +4.5% | -16.3% |
| 1Y | -21.4% | -38.8% | +17.4% | -18.8% |
| 3Y | +5.9% | +0.6% | +5.3% | +0.5% |
| All | -11.3% | -22.8% | +11.5% | -18.0% |
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