+334.1%
ADP vs SHAK
+47.7%
+286.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +2.8% | -6.6% | +9.4% | +3.7% |
| 3M | +20.9% | +30.1% | -9.1% | +16.0% |
| 6M | +29.9% | -28.7% | +58.6% | +33.9% |
| YTD | +9.6% | -14.5% | +24.1% | +9.7% |
| 1Y | -5.3% | -31.9% | +26.6% | -2.2% |
| 3Y | +16.5% | -1.0% | +17.4% | +9.2% |
| 5Y | +49.4% | -18.7% | +68.1% | +38.9% |
| 10Y | +282.2% | +98.1% | +184.1% | +193.6% |
| All | +334.1% | +47.7% | +286.5% | +237.9% |
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