+47.9%
ADP vs SHAK
-27.4%
+75.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -5.7% | -11.0% | +5.3% | -4.4% |
| 30D | -1.4% | -14.0% | +12.6% | +0.3% |
| 3M | +16.6% | +13.3% | +3.3% | +14.5% |
| 6M | +24.9% | -35.3% | +60.3% | +29.6% |
| YTD | +5.6% | -24.0% | +29.6% | +6.9% |
| 1Y | -6.0% | -36.7% | +30.7% | -2.7% |
| 3Y | +14.5% | -5.4% | +19.8% | +7.4% |
| 5Y | +47.9% | -24.9% | +72.8% | +36.8% |
| All | +47.9% | -27.4% | +75.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling