-3.7%
APA vs SHAK
+87.2%
-90.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.6% |
| 7D | +4.6% | -8.3% | +12.9% | +7.3% |
| 30D | +11.9% | -12.6% | +24.5% | +16.4% |
| 3M | +22.5% | +9.1% | +13.4% | +16.7% |
| 6M | +37.5% | -31.2% | +68.8% | +47.1% |
| YTD | +87.2% | -21.6% | +108.7% | +89.3% |
| 1Y | +101.4% | -38.8% | +140.2% | +120.6% |
| 3Y | +16.9% | +0.6% | +16.3% | -3.4% |
| 5Y | +178.4% | -22.5% | +201.0% | +133.5% |
| All | -3.7% | +87.2% | -90.9% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling