+210.1%
ALLY vs SHAK
+47.7%
+162.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | -0.7% | +4.4% | +3.9% |
| 30D | -2.3% | -6.6% | +4.4% | -0.5% |
| 3M | +3.8% | +30.1% | -26.2% | -4.3% |
| 6M | +9.7% | -28.7% | +38.5% | +16.9% |
| YTD | -1.4% | -14.5% | +13.1% | -0.8% |
| 1Y | +8.2% | -31.9% | +40.1% | +15.7% |
| 3Y | +66.5% | -1.0% | +67.4% | +51.4% |
| 5Y | +1.2% | -18.7% | +19.9% | -7.8% |
| 10Y | +191.4% | +98.1% | +93.3% | +100.2% |
| All | +210.1% | +47.7% | +162.5% | +122.0% |
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