-45.4%
ALB vs SHAK
-22.8%
-22.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.2% | -6.6% | -4.4% |
| 7D | -6.6% | -8.3% | +1.7% | -4.3% |
| 30D | -8.1% | -12.6% | +4.5% | -4.4% |
| 3M | -25.7% | +9.1% | -34.8% | -28.5% |
| 6M | -29.5% | -31.2% | +1.8% | -24.2% |
| YTD | -16.2% | -21.6% | +5.4% | -14.6% |
| 1Y | +59.2% | -38.8% | +98.0% | +76.1% |
| 3Y | -33.7% | +0.6% | -34.4% | -43.9% |
| All | -45.4% | -22.8% | -22.6% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling