-71.8%
ADVB vs SHAK
-20.2%
-51.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +3.2% | -26.7% | -22.9% |
| 7D | +27.8% | +4.3% | +23.5% | +29.1% |
| 30D | -50.8% | +9.0% | -59.8% | -49.9% |
| 3M | -70.5% | +1.8% | -72.3% | -70.3% |
| 6M | -46.7% | +17.3% | -64.1% | -43.8% |
| YTD | -56.7% | -7.6% | -49.1% | -57.1% |
| 1Y | -71.8% | -16.9% | -54.9% | -71.3% |
| All | -71.8% | -20.2% | -51.6% | -71.3% |
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