+16.4%
APA vs SHAK
-5.6%
+22.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +0.8% | -11.0% | +11.8% | +2.2% |
| 30D | +9.6% | -14.0% | +23.7% | +11.5% |
| 3M | +18.0% | +13.3% | +4.8% | +14.7% |
| 6M | +41.9% | -35.3% | +77.2% | +48.9% |
| YTD | +86.3% | -24.0% | +110.3% | +88.1% |
| 1Y | +97.9% | -36.7% | +134.6% | +106.7% |
| All | +16.4% | -5.6% | +22.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling