+843.1%
ALM vs SHAK
-22.8%
+865.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.2% | -9.7% | -6.9% |
| 7D | -11.8% | -8.3% | -3.6% | -11.0% |
| 30D | +7.8% | -12.6% | +20.4% | +9.4% |
| 3M | -9.3% | +9.1% | -18.4% | -10.3% |
| 6M | -30.5% | -31.2% | +0.8% | -28.0% |
| YTD | +75.8% | -21.6% | +97.4% | +80.5% |
| 1Y | +241.2% | -38.8% | +280.0% | +255.0% |
| 3Y | +1,872.6% | +0.6% | +1,872.0% | +1,886.1% |
| All | +843.1% | -22.8% | +865.9% | +817.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling