+0.9%
ACM vs SHAK
-27.4%
+28.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -5.9% | -11.0% | +5.1% | -3.8% |
| 30D | -6.2% | -14.0% | +7.8% | -3.5% |
| 3M | -7.9% | +13.3% | -21.1% | -10.6% |
| 6M | -30.6% | -35.3% | +4.7% | -25.9% |
| YTD | -33.3% | -24.0% | -9.3% | -31.1% |
| 1Y | -49.2% | -36.7% | -12.5% | -45.8% |
| 3Y | -23.5% | -5.4% | -18.1% | -28.2% |
| 5Y | +0.9% | -24.9% | +25.8% | -2.4% |
| All | +0.9% | -27.4% | +28.4% | -2.4% |
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 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