+80.2%
ALB vs SHAK
+81.5%
-1.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | -7.6% | -11.0% | +3.4% | -4.7% |
| 30D | -5.6% | -14.0% | +8.4% | -1.7% |
| 3M | -16.8% | +13.3% | -30.1% | -20.4% |
| 6M | -26.3% | -35.3% | +9.0% | -20.0% |
| YTD | -13.2% | -24.0% | +10.8% | -10.5% |
| 1Y | +68.8% | -36.7% | +105.5% | +82.5% |
| 3Y | -30.7% | -5.4% | -25.3% | -36.4% |
| 5Y | -46.3% | -24.9% | -21.4% | -50.2% |
| All | +80.2% | +81.5% | -1.2% | +24.3% |
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 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