+22.0%
ADM vs SHAK
-5.6%
+27.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +3.0% | -11.0% | +14.0% | +3.2% |
| 30D | +8.7% | -14.0% | +22.7% | +9.0% |
| 3M | +7.6% | +13.3% | -5.6% | +7.0% |
| 6M | +26.9% | -35.3% | +62.2% | +28.5% |
| YTD | +54.3% | -24.0% | +78.3% | +54.5% |
| 1Y | +45.7% | -36.7% | +82.4% | +47.1% |
| All | +22.0% | -5.6% | +27.7% | +14.7% |
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