+172.0%
ALLY vs SHAK
+54.6%
+117.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | -2.1% | +4.1% | -6.2% | -3.3% |
| 30D | +2.0% | +2.3% | -0.3% | +1.1% |
| 3M | -13.3% | -0.2% | -13.1% | -13.9% |
| 6M | -9.9% | +10.1% | -19.9% | -13.9% |
| YTD | -13.5% | -10.5% | -3.1% | -14.6% |
| 1Y | -2.8% | -22.4% | +19.6% | -0.2% |
| 3Y | +63.4% | +32.1% | +31.4% | +36.4% |
| 5Y | -10.9% | -14.0% | +3.1% | -19.8% |
| 10Y | +174.7% | +92.7% | +82.0% | +86.9% |
| All | +172.0% | +54.6% | +117.3% | +91.1% |
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