-87.7%
ADVB vs SHAK
-30.0%
-57.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.8% |
| 7D | -14.0% | -0.3% | -13.7% | -14.0% |
| 30D | +41.0% | -5.2% | +46.2% | +40.9% |
| 3M | +127.9% | +27.3% | +100.7% | +124.5% |
| 6M | +101.3% | -27.9% | +129.2% | +104.4% |
| YTD | +53.8% | -17.0% | +70.7% | +50.4% |
| 1Y | +4.4% | -30.9% | +35.4% | +5.8% |
| All | -87.7% | -30.0% | -57.7% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling