+160.2%
ACN vs SHAK
+43.4%
+116.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.9% | -5.2% | +7.1% | +2.8% |
| 3M | +3.9% | +27.3% | -23.4% | -0.6% |
| 6M | -15.0% | -27.9% | +12.9% | -11.9% |
| YTD | -31.9% | -17.0% | -14.9% | -31.2% |
| 1Y | -28.5% | -30.9% | +2.4% | -25.7% |
| 3Y | -41.9% | +3.4% | -45.3% | -45.7% |
| 5Y | -42.9% | -20.5% | -22.4% | -46.4% |
| 10Y | +88.7% | +88.3% | +0.5% | +45.7% |
| All | +160.2% | +43.4% | +116.8% | +103.8% |
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