-7.5%
APA vs SHAK
+43.4%
-50.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +15.7% | -5.2% | +21.0% | +17.3% |
| 3M | +16.5% | +27.3% | -10.8% | +6.6% |
| 6M | +35.1% | -27.9% | +63.0% | +41.8% |
| YTD | +82.2% | -17.0% | +99.2% | +81.7% |
| 1Y | +102.5% | -30.9% | +133.4% | +111.8% |
| 3Y | +10.3% | +3.4% | +6.9% | -5.8% |
| 5Y | +166.1% | -20.5% | +186.6% | +130.7% |
| 10Y | -4.9% | +88.3% | -93.2% | -38.9% |
| All | -7.5% | +43.4% | -50.9% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling