-74.1%
ADVB vs SHAK
-18.1%
-56.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.7% |
| 7D | -4.1% | +8.2% | -12.3% | -3.1% |
| 30D | -60.3% | +13.5% | -73.7% | -59.5% |
| 3M | -73.3% | +6.2% | -79.6% | -73.1% |
| 6M | -65.9% | +8.2% | -74.1% | -64.5% |
| YTD | -63.9% | -6.5% | -57.4% | -64.2% |
| 1Y | -74.1% | -19.2% | -54.9% | -74.3% |
| All | -74.1% | -18.1% | -56.1% | -74.3% |
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