-77.0%
ADVB vs SHAK
-21.2%
-55.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.4% | -4.0% |
| 7D | -29.5% | +8.3% | -37.9% | -28.6% |
| 30D | -66.9% | +16.7% | -83.6% | -66.0% |
| 3M | -73.7% | +10.0% | -83.7% | -73.2% |
| 6M | -64.8% | -23.8% | -41.0% | -64.9% |
| YTD | -64.0% | -10.3% | -53.8% | -64.6% |
| 1Y | -77.0% | -22.9% | -54.1% | -77.5% |
| All | -77.0% | -21.2% | -55.7% | -77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling