+433.9%
ACGL vs SHAK
+47.7%
+386.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.7% |
| 30D | -1.0% | -6.6% | +5.6% | -0.1% |
| 3M | +11.0% | +30.1% | -19.0% | +6.7% |
| 6M | -0.3% | -28.7% | +28.4% | +2.8% |
| YTD | +2.3% | -14.5% | +16.8% | +2.3% |
| 1Y | +6.4% | -31.9% | +38.3% | +9.6% |
| 3Y | +34.0% | -1.0% | +34.9% | +25.5% |
| 5Y | +161.6% | -18.7% | +180.3% | +143.5% |
| 10Y | +278.6% | +98.1% | +180.5% | +196.4% |
| All | +433.9% | +47.7% | +386.2% | +314.9% |
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