-2.7%
ADVB vs SHAK
-35.2%
+32.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.5% | +1.2% | -6.6% |
| 7D | -13.0% | -7.2% | -5.8% | -14.3% |
| 30D | +7.5% | -11.8% | +19.3% | +4.9% |
| 3M | +129.1% | +17.2% | +111.9% | +136.9% |
| 6M | +71.7% | -34.1% | +105.9% | +62.9% |
| YTD | +45.5% | -22.4% | +67.9% | +45.2% |
| 1Y | -2.7% | -35.9% | +33.2% | -7.8% |
| All | -2.7% | -35.2% | +32.5% | -7.8% |
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