+16.9%
ALC vs SHAK
+5.0%
+11.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.4% |
| 7D | -7.7% | -11.0% | +3.3% | -6.0% |
| 30D | -11.7% | -14.0% | +2.4% | -9.6% |
| 3M | +0.7% | +13.3% | -12.6% | -1.8% |
| 6M | -17.1% | -35.3% | +18.2% | -12.4% |
| YTD | -15.1% | -24.0% | +8.8% | -13.0% |
| 1Y | -14.1% | -36.7% | +22.6% | -9.5% |
| 3Y | -18.2% | -5.4% | -12.8% | -22.8% |
| 5Y | -19.2% | -24.9% | +5.7% | -23.9% |
| All | +16.9% | +5.0% | +11.9% | -11.6% |
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