+107.2%
APA vs SHAK
-21.2%
+128.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.8% | -10.7% | -6.5% |
| 7D | -13.0% | +8.3% | -21.3% | -12.2% |
| 30D | +2.0% | +16.7% | -14.7% | +3.7% |
| 3M | +24.9% | +10.0% | +14.9% | +26.4% |
| 6M | +7.2% | -23.8% | +31.0% | +8.6% |
| YTD | +87.1% | -10.3% | +97.4% | +98.5% |
| 1Y | +107.2% | -22.9% | +130.1% | +113.3% |
| All | +107.2% | -21.2% | +128.4% | +113.3% |
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