+2.3%
ALK vs SHAK
+1.3%
+1.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -18.5% | -5.2% | -13.2% | -17.1% |
| 3M | -3.6% | +27.3% | -30.8% | -11.6% |
| 6M | -3.7% | -27.9% | +24.2% | +4.0% |
| YTD | -19.0% | -17.0% | -2.0% | -17.0% |
| 1Y | -36.0% | -30.9% | -5.1% | -30.4% |
| 3Y | +2.3% | +3.4% | -1.0% | -7.1% |
| All | +2.3% | +1.3% | +1.1% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling