+158.3%
APA vs SHAK
-22.8%
+181.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.1% |
| 7D | +4.6% | -8.3% | +12.9% | +6.0% |
| 30D | +11.9% | -12.6% | +24.5% | +14.3% |
| 3M | +22.5% | +9.1% | +13.4% | +19.3% |
| 6M | +37.5% | -31.2% | +68.8% | +43.6% |
| YTD | +87.2% | -21.6% | +108.7% | +88.9% |
| 1Y | +101.4% | -38.8% | +140.2% | +114.0% |
| 3Y | +16.9% | +0.6% | +16.3% | +5.9% |
| All | +158.3% | -22.8% | +181.1% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling