+155.4%
ADM vs SHAK
+43.4%
+112.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | +11.0% | -5.2% | +16.3% | +11.5% |
| 3M | +6.0% | +27.3% | -21.3% | +3.0% |
| 6M | +26.9% | -27.9% | +54.8% | +29.5% |
| YTD | +50.0% | -17.0% | +67.0% | +50.3% |
| 1Y | +39.6% | -30.9% | +70.5% | +42.4% |
| 3Y | +18.5% | +3.4% | +15.2% | +11.7% |
| 5Y | +62.6% | -20.5% | +83.1% | +53.4% |
| 10Y | +162.4% | +88.3% | +74.1% | +106.2% |
| All | +155.4% | +43.4% | +112.0% | +94.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling