-47.4%
ALK vs SHAK
+97.6%
-145.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -2.6% |
| 7D | -1.2% | +4.3% | -5.5% | -2.7% |
| 30D | +7.7% | +9.0% | -1.3% | +4.4% |
| 3M | -19.0% | +1.8% | -20.8% | -20.0% |
| 6M | -0.2% | +17.3% | -17.5% | -7.7% |
| YTD | -23.5% | -7.6% | -15.9% | -24.7% |
| 1Y | -9.1% | -16.9% | +7.8% | -7.4% |
| 3Y | +12.0% | +35.1% | -23.0% | -10.8% |
| 5Y | -30.9% | -11.3% | -19.6% | -39.3% |
| All | -47.4% | +97.6% | -145.0% | -67.7% |
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