+151.4%
ADBE vs SHAK
+87.2%
+64.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | -5.4% | -8.3% | +2.9% | -3.7% |
| 30D | -2.5% | -12.6% | +10.1% | 0.0% |
| 3M | +15.3% | +9.1% | +6.2% | +12.8% |
| 6M | -7.8% | -31.2% | +23.4% | -3.1% |
| YTD | -27.9% | -21.6% | -6.3% | -26.7% |
| 1Y | -28.0% | -38.8% | +10.7% | -23.1% |
| 3Y | -55.3% | +0.6% | -55.9% | -59.2% |
| 5Y | -61.7% | -22.5% | -39.2% | -64.7% |
| All | +151.4% | +87.2% | +64.2% | +81.4% |
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