-27.8%
ALK vs SHAK
-22.1%
-5.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -18.5% | -5.2% | -13.2% | -17.0% |
| 3M | -3.6% | +27.3% | -30.8% | -12.2% |
| 6M | -3.7% | -27.9% | +24.2% | +4.6% |
| YTD | -19.0% | -17.0% | -2.0% | -16.8% |
| 1Y | -36.0% | -30.9% | -5.1% | -30.2% |
| 3Y | +2.3% | +3.4% | -1.0% | -9.4% |
| 5Y | -27.8% | -20.5% | -7.3% | -33.2% |
| All | -27.8% | -22.1% | -5.7% | -33.2% |
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