+208.7%
ALB vs SHAK
+47.7%
+161.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.6% | -4.5% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | +6.3% | -6.6% | +12.9% | +7.8% |
| 3M | -23.6% | +30.1% | -53.6% | -28.7% |
| 6M | -24.6% | -28.7% | +4.1% | -20.8% |
| YTD | -10.3% | -14.5% | +4.2% | -10.2% |
| 1Y | +61.5% | -31.9% | +93.3% | +70.0% |
| 3Y | -34.0% | -1.0% | -33.0% | -38.7% |
| 5Y | -44.6% | -18.7% | -25.9% | -48.6% |
| 10Y | +76.1% | +98.1% | -22.0% | +33.4% |
| All | +208.7% | +47.7% | +161.1% | +134.1% |
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