-14.1%
ALC vs SHAK
-37.3%
+23.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -2.5% |
| 7D | -7.7% | -11.0% | +3.3% | -6.3% |
| 30D | -11.7% | -14.0% | +2.4% | -10.0% |
| 3M | +0.7% | +13.3% | -12.6% | -1.3% |
| 6M | -17.1% | -35.3% | +18.2% | -12.8% |
| YTD | -15.1% | -24.0% | +8.8% | -13.4% |
| 1Y | -14.1% | -36.7% | +22.6% | -7.9% |
| All | -14.1% | -37.3% | +23.1% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling