+2,589.2%
ALM vs SHAK
+87.2%
+2,502.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.2% | -9.7% | -6.8% |
| 7D | -11.8% | -8.3% | -3.6% | -11.2% |
| 30D | +7.8% | -12.6% | +20.4% | +9.1% |
| 3M | -9.3% | +9.1% | -18.4% | -10.1% |
| 6M | -30.5% | -31.2% | +0.8% | -28.5% |
| YTD | +75.8% | -21.6% | +97.4% | +79.2% |
| 1Y | +241.2% | -38.8% | +280.0% | +252.9% |
| 3Y | +1,872.6% | +0.6% | +1,872.0% | +1,854.9% |
| 5Y | +849.6% | -22.5% | +872.1% | +843.0% |
| All | +2,589.2% | +87.2% | +2,502.0% | +2,882.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling