+193.7%
ABT vs SHAK
+34.1%
+159.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.4% |
| 7D | -4.7% | -7.2% | +2.5% | -4.0% |
| 30D | -3.1% | -11.8% | +8.7% | -1.9% |
| 3M | +16.1% | +17.2% | -1.0% | +13.8% |
| 6M | -5.3% | -34.1% | +28.8% | -2.2% |
| YTD | -14.4% | -22.4% | +7.9% | -13.3% |
| 1Y | -18.4% | -35.9% | +17.5% | -15.8% |
| 3Y | +11.2% | -3.4% | +14.6% | +6.3% |
| 5Y | -9.4% | -25.4% | +16.0% | -13.5% |
| 10Y | +209.7% | +83.4% | +126.3% | +149.6% |
| All | +193.7% | +34.1% | +159.6% | +138.0% |
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 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