+263.4%
ADBE vs SHAK
+34.1%
+229.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.2% |
| 7D | -8.9% | -7.2% | -1.7% | -7.7% |
| 30D | -6.6% | -11.8% | +5.2% | -4.7% |
| 3M | +7.1% | +17.2% | -10.0% | +3.7% |
| 6M | -9.8% | -34.1% | +24.4% | -5.0% |
| YTD | -27.2% | -22.4% | -4.8% | -25.9% |
| 1Y | -28.0% | -35.9% | +7.9% | -24.4% |
| 3Y | -54.5% | -3.4% | -51.2% | -57.4% |
| 5Y | -61.5% | -25.4% | -36.1% | -63.6% |
| 10Y | +156.4% | +83.4% | +73.0% | +99.6% |
| All | +263.4% | +34.1% | +229.3% | +189.9% |
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 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