-97.2%
ADVB vs SHAK
-19.8%
-77.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.3% | -3.8% | +3.5% |
| 7D | -1.2% | +6.5% | -7.7% | -1.2% |
| 30D | -61.4% | +15.3% | -76.7% | -61.4% |
| 3M | -67.8% | +8.5% | -76.3% | -67.9% |
| 6M | -66.9% | +10.0% | -76.9% | -66.4% |
| YTD | -64.9% | -5.0% | -59.9% | -65.7% |
| 1Y | -74.8% | -15.3% | -59.4% | -74.7% |
| All | -97.2% | -19.8% | -77.4% | -97.5% |
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