-96.8%
ADVB vs SHAK
-22.0%
-74.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.0% |
| 7D | +10.5% | +3.0% | +7.4% | +10.4% |
| 30D | -56.0% | +8.2% | -64.2% | -56.0% |
| 3M | -70.1% | +4.6% | -74.7% | -70.2% |
| 6M | -53.7% | +16.3% | -70.0% | -53.4% |
| YTD | -60.3% | -7.6% | -52.7% | -61.2% |
| 1Y | -73.1% | -18.7% | -54.4% | -73.0% |
| All | -96.8% | -22.0% | -74.8% | -97.1% |
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