+0.2%
ALLY vs SHAK
-22.1%
+22.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | -3.3% | -5.2% | +2.0% | -1.9% |
| 3M | +0.5% | +27.3% | -26.8% | -7.2% |
| 6M | +12.6% | -27.9% | +40.5% | +20.0% |
| YTD | -4.7% | -17.0% | +12.3% | -3.4% |
| 1Y | +5.2% | -30.9% | +36.2% | +12.5% |
| 3Y | +66.5% | +3.4% | +63.1% | +44.7% |
| 5Y | +0.2% | -20.5% | +20.7% | -17.4% |
| All | +0.2% | -22.1% | +22.3% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling