+369.5%
ALAB vs SHAK
-39.6%
+409.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.4% |
| 7D | -6.2% | -8.3% | +2.1% | -3.7% |
| 30D | -8.7% | -12.6% | +4.0% | -5.0% |
| 3M | -20.7% | +9.1% | -29.9% | -25.3% |
| 6M | +133.5% | -31.2% | +164.8% | +158.7% |
| YTD | +75.1% | -21.6% | +96.6% | +82.3% |
| 1Y | +25.0% | -38.8% | +63.8% | +44.7% |
| All | +369.5% | -39.6% | +409.1% | +369.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling