+1,297.7%
ALM vs SHAK
+43.4%
+1,254.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.9% | +11.7% | +9.0% |
| 7D | +8.4% | -0.3% | +8.7% | +8.4% |
| 30D | +34.8% | -5.2% | +40.1% | +35.2% |
| 3M | +16.2% | +27.3% | -11.0% | +14.6% |
| 6M | +2.1% | -27.9% | +30.0% | +3.6% |
| YTD | +117.0% | -17.0% | +134.0% | +119.1% |
| 1Y | +313.9% | -30.9% | +344.8% | +320.1% |
| 3Y | +2,327.9% | +3.4% | +2,324.6% | +2,327.1% |
| 5Y | +1,040.6% | -20.5% | +1,061.1% | +1,039.8% |
| 10Y | +3,219.4% | +88.3% | +3,131.2% | +3,396.0% |
| All | +1,297.7% | +43.4% | +1,254.3% | +1,318.6% |
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 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