+47.1%
ADP vs SHAK
+36.4%
+10.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | +2.2% | +4.3% | -2.1% | +1.8% |
| 30D | +10.6% | +9.0% | +1.5% | +9.7% |
| 3M | +12.9% | +1.8% | +11.1% | +12.5% |
| 6M | +50.6% | +17.3% | +33.3% | +48.1% |
| YTD | +23.2% | -7.6% | +30.8% | +21.8% |
| 1Y | +25.3% | -16.9% | +42.2% | +25.1% |
| 3Y | +47.1% | +35.1% | +12.1% | +36.3% |
| All | +47.1% | +36.4% | +10.7% | +36.3% |
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 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