-87.2%
ADVB vs SHAK
-27.9%
-59.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -3.8% |
| 30D | +17.6% | -6.6% | +24.2% | +17.6% |
| 3M | +119.1% | +30.1% | +89.1% | +116.0% |
| 6M | +103.4% | -28.7% | +132.1% | +107.9% |
| YTD | +59.8% | -14.5% | +74.3% | +56.4% |
| 1Y | +8.5% | -31.9% | +40.4% | +12.0% |
| All | -87.2% | -27.9% | -59.3% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling