+66.5%
ALLY vs SHAK
+1.3%
+65.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.7% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -3.3% | -5.2% | +2.0% | -2.2% |
| 3M | +0.5% | +27.3% | -26.8% | -5.5% |
| 6M | +12.6% | -27.9% | +40.5% | +18.7% |
| YTD | -4.7% | -17.0% | +12.3% | -3.5% |
| 1Y | +5.2% | -30.9% | +36.2% | +11.4% |
| 3Y | +66.5% | +3.4% | +63.1% | +51.3% |
| All | +66.5% | +1.3% | +65.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling