+173.9%
ALLY vs SHAK
+59.7%
+114.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -2.8% | +3.0% | -5.8% | -3.7% |
| 30D | +1.9% | +8.2% | -6.3% | -0.5% |
| 3M | -12.1% | +4.6% | -16.7% | -13.8% |
| 6M | -9.0% | +16.3% | -25.3% | -14.4% |
| YTD | -12.9% | -7.6% | -5.4% | -14.7% |
| 1Y | -0.1% | -18.7% | +18.7% | +1.3% |
| 3Y | +64.6% | +36.4% | +28.2% | +36.2% |
| 5Y | -10.1% | -10.5% | +0.4% | -20.0% |
| 10Y | +176.7% | +99.0% | +77.7% | +86.6% |
| All | +173.9% | +59.7% | +114.3% | +90.8% |
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 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