-33.1%
ALK vs SHAK
+61.5%
-94.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +12.9% | +8.2% | +4.7% | +10.3% |
| 30D | +5.5% | +13.5% | -7.9% | +1.4% |
| 3M | -12.1% | +6.2% | -18.3% | -14.2% |
| 6M | +1.7% | +8.2% | -6.5% | -2.3% |
| YTD | -17.4% | -6.5% | -10.9% | -18.7% |
| 1Y | -1.9% | -19.2% | +17.3% | +0.8% |
| 3Y | +21.2% | +37.9% | -16.7% | +1.0% |
| 5Y | -27.8% | -9.5% | -18.3% | -34.9% |
| 10Y | -41.0% | +106.2% | -147.2% | -58.4% |
| All | -33.1% | +61.5% | -94.5% | -54.8% |
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