+123.4%
ADI vs SHAK
-2.6%
+126.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +4.2% |
| 7D | +4.6% | -8.3% | +12.8% | +6.4% |
| 30D | -1.2% | -12.6% | +11.5% | +1.6% |
| 3M | -7.8% | +9.1% | -16.9% | -10.3% |
| 6M | +19.3% | -31.2% | +50.6% | +27.1% |
| YTD | +40.9% | -21.6% | +62.5% | +44.1% |
| 1Y | +54.5% | -38.8% | +93.3% | +68.3% |
| 3Y | +123.4% | +0.6% | +122.8% | +110.1% |
| All | +123.4% | -2.6% | +126.1% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling