+215.4%
ADSK vs SHAK
+87.2%
+128.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.4% |
| 7D | -2.5% | -8.3% | +5.8% | -0.5% |
| 30D | -14.9% | -12.6% | -2.2% | -12.2% |
| 3M | +3.3% | +9.1% | -5.8% | +0.6% |
| 6M | -15.7% | -31.2% | +15.6% | -10.4% |
| YTD | -28.2% | -21.6% | -6.7% | -26.8% |
| 1Y | -34.5% | -38.8% | +4.2% | -29.0% |
| 3Y | -2.9% | +0.6% | -3.5% | -13.4% |
| 5Y | -25.3% | -22.5% | -2.8% | -32.4% |
| All | +215.4% | +87.2% | +128.2% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling