-44.0%
ACHR vs SHAK
-30.2%
-13.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.0% |
| 7D | -2.3% | -8.3% | +6.0% | +1.5% |
| 30D | -11.3% | -12.6% | +1.4% | -6.0% |
| 3M | +5.3% | +9.1% | -3.8% | -0.5% |
| 6M | -13.2% | -31.2% | +18.0% | -2.9% |
| YTD | -25.8% | -21.6% | -4.2% | -22.6% |
| 1Y | -34.3% | -38.8% | +4.5% | -23.0% |
| 3Y | -19.9% | +0.6% | -20.6% | -29.1% |
| 5Y | -42.7% | -22.5% | -20.1% | -49.5% |
| All | -44.0% | -30.2% | -13.8% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling