+494.1%
ACGL vs SHAK
+59.7%
+434.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | +12.4% | +8.2% | +4.1% | +11.0% |
| 3M | +11.1% | +4.6% | +6.5% | +10.1% |
| 6M | +16.3% | +16.3% | 0.0% | +13.0% |
| YTD | +13.8% | -7.6% | +21.4% | +12.3% |
| 1Y | +20.4% | -18.7% | +39.2% | +21.0% |
| 3Y | +33.6% | +36.4% | -2.8% | +18.9% |
| 5Y | +176.8% | -10.5% | +187.4% | +154.7% |
| 10Y | +324.6% | +99.0% | +225.6% | +228.8% |
| All | +494.1% | +59.7% | +434.5% | +355.5% |
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