+165.0%
ALNY vs SHAK
+35.4%
+129.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -6.5% | -8.3% | +1.7% | -4.9% |
| 30D | +11.0% | -12.6% | +23.7% | +14.2% |
| 3M | -14.1% | +9.1% | -23.2% | -16.0% |
| 6M | -22.4% | -31.2% | +8.9% | -17.7% |
| YTD | -37.5% | -21.6% | -15.9% | -35.8% |
| 1Y | -46.9% | -38.8% | -8.1% | -42.9% |
| 3Y | +22.1% | +0.6% | +21.5% | +9.2% |
| 5Y | +31.2% | -22.5% | +53.7% | +19.0% |
| 10Y | +256.3% | +85.3% | +171.0% | +121.6% |
| All | +165.0% | +35.4% | +129.6% | +63.6% |
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