+316.4%
ALM vs SHAK
-34.0%
+350.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +32.0% | -6.6% | +38.6% | +34.6% |
| 3M | -15.0% | +30.1% | -45.1% | -21.8% |
| 6M | -10.1% | -28.7% | +18.6% | -0.2% |
| YTD | +99.4% | -14.5% | +113.9% | +115.9% |
| 1Y | +316.4% | -31.9% | +348.2% | +357.0% |
| All | +316.4% | -34.0% | +350.4% | +357.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling