-43.5%
ACN vs SHAK
-27.4%
-16.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -7.9% | -11.0% | +3.1% | -6.0% |
| 30D | -1.1% | -14.0% | +13.0% | +1.5% |
| 3M | +5.6% | +13.3% | -7.7% | +2.9% |
| 6M | -9.9% | -35.3% | +25.4% | -4.8% |
| YTD | -32.3% | -24.0% | -8.3% | -30.7% |
| 1Y | -25.3% | -36.7% | +11.4% | -21.2% |
| 3Y | -42.3% | -5.4% | -36.9% | -46.1% |
| 5Y | -43.5% | -24.9% | -18.6% | -48.0% |
| All | -43.5% | -27.4% | -16.1% | -48.0% |
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