+2,234.3%
ALM vs SHAK
-3.6%
+2,237.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.1% |
| 7D | +3.6% | -7.2% | +10.8% | +4.8% |
| 30D | +33.8% | -11.8% | +45.6% | +36.5% |
| 3M | +14.8% | +17.2% | -2.4% | +11.5% |
| 6M | -7.0% | -34.1% | +27.2% | -1.4% |
| YTD | +108.1% | -22.4% | +130.4% | +117.1% |
| 1Y | +313.8% | -35.9% | +349.7% | +338.4% |
| All | +2,234.3% | -3.6% | +2,237.9% | +2,401.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling