+384.5%
ALAB vs SHAK
-40.2%
+424.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.6% | +6.0% |
| 7D | +9.6% | -7.2% | +16.8% | +12.1% |
| 30D | -5.3% | -11.8% | +6.6% | -1.8% |
| 3M | -12.0% | +17.2% | -29.2% | -19.4% |
| 6M | +145.7% | -34.1% | +179.9% | +176.6% |
| YTD | +80.7% | -22.4% | +103.0% | +88.6% |
| 1Y | +40.1% | -35.9% | +76.0% | +58.3% |
| All | +384.5% | -40.2% | +424.7% | +386.0% |
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