+182.3%
ALLY vs SHAK
+81.5%
+100.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -3.3% | -11.0% | +7.7% | +0.3% |
| 30D | -4.1% | -14.0% | +10.0% | +0.4% |
| 3M | +1.4% | +13.3% | -11.9% | -3.6% |
| 6M | +14.4% | -35.3% | +49.7% | +26.5% |
| YTD | -4.9% | -24.0% | +19.1% | -0.9% |
| 1Y | +5.5% | -36.7% | +42.2% | +16.3% |
| 3Y | +66.0% | -5.4% | +71.4% | +48.5% |
| 5Y | -2.4% | -24.9% | +22.6% | -11.5% |
| All | +182.3% | +81.5% | +100.8% | +61.8% |
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 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