+303.3%
ALLE vs SHAK
+59.7%
+243.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.0% |
| 7D | -0.8% | +3.0% | -3.9% | -1.3% |
| 30D | +27.4% | +8.2% | +19.1% | +25.6% |
| 3M | +13.8% | +4.6% | +9.3% | +12.7% |
| 6M | +45.5% | +16.3% | +29.2% | +40.8% |
| YTD | +21.4% | -7.6% | +28.9% | +19.9% |
| 1Y | +15.4% | -18.7% | +34.1% | +16.3% |
| 3Y | +91.7% | +36.4% | +55.3% | +69.2% |
| 5Y | +54.5% | -10.5% | +65.0% | +41.5% |
| 10Y | +210.5% | +99.0% | +111.5% | +132.6% |
| All | +303.3% | +59.7% | +243.6% | +209.9% |
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