-16.7%
ALC vs SHAK
-25.9%
+9.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | 0.0% |
| 7D | -5.3% | -7.2% | +1.9% | -4.2% |
| 30D | -7.1% | -11.8% | +4.8% | -5.3% |
| 3M | +0.8% | +17.2% | -16.4% | -2.2% |
| 6M | -16.0% | -34.1% | +18.2% | -11.6% |
| YTD | -12.7% | -22.4% | +9.6% | -10.9% |
| 1Y | -12.8% | -35.9% | +23.1% | -8.4% |
| 3Y | -15.8% | -3.4% | -12.5% | -21.6% |
| 5Y | -16.7% | -25.4% | +8.8% | -23.4% |
| All | -16.7% | -25.9% | +9.2% | -23.4% |
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