+155.8%
ADM vs SHAK
+47.7%
+108.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +9.8% | -6.6% | +16.4% | +10.4% |
| 3M | +2.1% | +30.1% | -27.9% | -1.0% |
| 6M | +27.5% | -28.7% | +56.3% | +30.3% |
| YTD | +50.2% | -14.5% | +64.7% | +50.1% |
| 1Y | +40.6% | -31.9% | +72.5% | +43.7% |
| 3Y | +17.2% | -1.0% | +18.2% | +11.1% |
| 5Y | +61.9% | -18.7% | +80.6% | +52.5% |
| 10Y | +159.3% | +98.1% | +61.2% | +102.8% |
| All | +155.8% | +47.7% | +108.1% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling