-29.2%
ALB vs SHAK
-3.6%
-25.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.2% |
| 7D | -8.6% | -7.2% | -1.4% | -7.0% |
| 30D | -4.0% | -11.8% | +7.8% | -1.1% |
| 3M | -17.4% | +17.2% | -34.5% | -21.5% |
| 6M | -25.4% | -34.1% | +8.8% | -19.7% |
| YTD | -10.5% | -22.4% | +11.8% | -9.3% |
| 1Y | +75.8% | -35.9% | +111.7% | +88.7% |
| All | -29.2% | -3.6% | -25.6% | -44.0% |
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