-33.9%
ALK vs SHAK
+59.7%
-93.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +2.6% | +3.0% | -0.5% | +1.7% |
| 30D | +7.8% | +8.2% | -0.4% | +5.2% |
| 3M | -15.2% | +4.6% | -19.8% | -16.8% |
| 6M | +5.0% | +16.3% | -11.3% | -1.4% |
| YTD | -18.4% | -7.6% | -10.9% | -19.4% |
| 1Y | -2.4% | -18.7% | +16.3% | +0.1% |
| 3Y | +19.8% | +36.4% | -16.6% | +0.1% |
| 5Y | -27.8% | -10.5% | -17.3% | -34.6% |
| 10Y | -42.0% | +99.0% | -140.9% | -58.8% |
| All | -33.9% | +59.7% | -93.5% | -55.2% |
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 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