+431.9%
AFL vs SHAK
+35.4%
+396.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -1.6% | -8.3% | +6.6% | -0.5% |
| 30D | -4.0% | -12.6% | +8.6% | -2.3% |
| 3M | -0.5% | +9.1% | -9.6% | -2.3% |
| 6M | +6.5% | -31.2% | +37.8% | +10.5% |
| YTD | +6.2% | -21.6% | +27.8% | +7.5% |
| 1Y | +8.3% | -38.8% | +47.1% | +13.6% |
| 3Y | +62.5% | +0.6% | +61.9% | +51.0% |
| 5Y | +136.2% | -22.5% | +158.7% | +119.8% |
| 10Y | +301.4% | +85.3% | +216.1% | +206.5% |
| All | +431.9% | +35.4% | +396.5% | +321.6% |
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