+165.1%
ALLY vs SHAK
+91.5%
+73.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -2.1% | +4.1% | -6.2% | -3.5% |
| 30D | +2.0% | +2.3% | -0.3% | +1.0% |
| 3M | -13.3% | -0.2% | -13.1% | -14.0% |
| 6M | -9.9% | +10.1% | -19.9% | -14.5% |
| YTD | -13.5% | -10.5% | -3.1% | -14.9% |
| 1Y | -2.8% | -22.4% | +19.6% | 0.0% |
| 3Y | +63.4% | +32.1% | +31.4% | +30.4% |
| 5Y | -10.9% | -14.0% | +3.1% | -22.2% |
| All | +165.1% | +91.5% | +73.5% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling