+400.4%
ALAB vs SHAK
-34.1%
+434.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | -0.7% | +7.9% | +7.5% |
| 30D | -2.5% | -6.6% | +4.1% | -0.7% |
| 3M | -13.3% | +30.1% | -43.4% | -23.0% |
| 6M | +172.8% | -28.7% | +201.6% | +200.7% |
| YTD | +86.6% | -14.5% | +101.1% | +89.4% |
| 1Y | +65.2% | -31.9% | +97.0% | +84.1% |
| All | +400.4% | -34.1% | +434.5% | +387.9% |
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