+88.8%
APA vs SHAK
-34.0%
+122.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | +23.4% | -6.6% | +30.0% | +22.8% |
| 3M | +12.7% | +30.1% | -17.4% | +14.5% |
| 6M | +39.4% | -28.7% | +68.2% | +41.8% |
| YTD | +79.0% | -14.5% | +93.5% | +84.3% |
| 1Y | +88.8% | -31.9% | +120.7% | +80.7% |
| All | +88.8% | -34.0% | +122.8% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling