+257.6%
ALAB vs SHAK
-28.8%
+286.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.6% |
| 7D | +16.3% | +4.3% | +12.0% | +14.9% |
| 30D | -26.1% | +9.0% | -35.2% | -28.0% |
| 3M | -31.3% | +1.8% | -33.1% | -32.0% |
| 6M | -1.0% | +17.3% | -18.3% | -8.8% |
| YTD | +33.3% | -7.6% | +41.0% | +31.7% |
| 1Y | +53.5% | -16.9% | +70.5% | +57.9% |
| All | +257.6% | -28.8% | +286.5% | +239.3% |
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