-2.9%
ADSK vs SHAK
-2.6%
-0.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | -2.5% | -8.3% | +5.8% | -1.2% |
| 30D | -14.9% | -12.6% | -2.2% | -13.1% |
| 3M | +3.3% | +9.1% | -5.8% | +1.5% |
| 6M | -15.7% | -31.2% | +15.6% | -12.3% |
| YTD | -28.2% | -21.6% | -6.7% | -27.7% |
| 1Y | -34.5% | -38.8% | +4.2% | -30.7% |
| 3Y | -2.9% | +0.6% | -3.5% | -9.4% |
| All | -2.9% | -2.6% | -0.3% | -9.4% |
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