+23.8%
ALC vs SHAK
+18.1%
+5.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -0.1% | -6.6% | +6.5% | +0.9% |
| 3M | +5.9% | +30.1% | -24.2% | +1.0% |
| 6M | -15.9% | -28.7% | +12.8% | -12.6% |
| YTD | -10.1% | -14.5% | +4.4% | -9.6% |
| 1Y | -10.2% | -31.9% | +21.7% | -6.5% |
| 3Y | -13.6% | -1.0% | -12.6% | -18.9% |
| 5Y | -15.1% | -18.7% | +3.6% | -21.1% |
| All | +23.8% | +18.1% | +5.7% | -8.1% |
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