+10.3%
ADM vs SHAK
+36.4%
-26.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | +2.7% |
| 7D | +4.2% | +4.3% | -0.1% | +4.1% |
| 30D | -12.8% | +9.0% | -21.9% | -13.0% |
| 3M | -8.5% | +1.8% | -10.3% | -8.5% |
| 6M | -10.9% | +17.3% | -28.2% | -11.2% |
| YTD | +29.4% | -7.6% | +37.0% | +29.1% |
| 1Y | +27.5% | -16.9% | +44.4% | +28.0% |
| 3Y | +10.3% | +35.1% | -24.7% | -0.1% |
| All | +10.3% | +36.4% | -26.1% | -0.1% |
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