-32.3%
ALK vs SHAK
+47.7%
-79.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -19.2% | -6.6% | -12.6% | -17.6% |
| 3M | -1.5% | +30.1% | -31.6% | -10.0% |
| 6M | -13.1% | -28.7% | +15.7% | -6.0% |
| YTD | -16.4% | -14.5% | -1.9% | -15.0% |
| 1Y | -33.1% | -31.9% | -1.2% | -27.3% |
| 3Y | +0.6% | -1.0% | +1.6% | -7.0% |
| 5Y | -26.4% | -18.7% | -7.7% | -31.4% |
| 10Y | -34.2% | +98.1% | -132.3% | -52.3% |
| All | -32.3% | +47.7% | -79.9% | -52.8% |
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