-38.6%
ALK vs SHAK
+81.5%
-120.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | -3.1% | -11.0% | +7.9% | +1.0% |
| 30D | -17.1% | -14.0% | -3.1% | -12.6% |
| 3M | -3.8% | +13.3% | -17.0% | -8.9% |
| 6M | -5.3% | -35.3% | +30.1% | +7.2% |
| YTD | -20.3% | -24.0% | +3.7% | -15.4% |
| 1Y | -36.0% | -36.7% | +0.7% | -27.8% |
| 3Y | +0.8% | -5.4% | +6.1% | -8.2% |
| 5Y | -28.5% | -24.9% | -3.6% | -33.5% |
| All | -38.6% | +81.5% | -120.1% | -61.7% |
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