+171.1%
ADM vs SHAK
+87.2%
+83.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.5% |
| 7D | +2.5% | -8.3% | +10.8% | +3.3% |
| 30D | +9.5% | -12.6% | +22.1% | +10.8% |
| 3M | +10.6% | +9.1% | +1.5% | +9.1% |
| 6M | +24.0% | -31.2% | +55.3% | +27.2% |
| YTD | +54.0% | -21.6% | +75.5% | +55.0% |
| 1Y | +45.3% | -38.8% | +84.1% | +50.2% |
| 3Y | +21.8% | +0.6% | +21.1% | +14.3% |
| 5Y | +66.8% | -22.5% | +89.3% | +56.8% |
| All | +171.1% | +87.2% | +83.9% | +118.3% |
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