+2.2%
ACM vs SHAK
-12.1%
+14.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.1% |
| 7D | +5.6% | +4.3% | +1.3% | +4.8% |
| 30D | +20.8% | +9.0% | +11.8% | +18.7% |
| 3M | +11.4% | +1.8% | +9.6% | +10.6% |
| 6M | +0.9% | +17.3% | -16.4% | -3.2% |
| YTD | -24.8% | -7.6% | -17.2% | -25.4% |
| 1Y | -46.4% | -16.9% | -29.5% | -45.8% |
| 3Y | -9.2% | +35.1% | -44.3% | -20.9% |
| All | +2.2% | -12.1% | +14.3% | -3.9% |
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 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