+3.5%
APA vs SHAK
+59.5%
-56.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.7% |
| 7D | +8.5% | +4.3% | +4.2% | +7.1% |
| 30D | +2.8% | +9.0% | -6.3% | -0.3% |
| 3M | +21.7% | +1.8% | +19.9% | +19.7% |
| 6M | +32.6% | +17.3% | +15.3% | +22.7% |
| YTD | +103.7% | -7.6% | +111.3% | +95.1% |
| 1Y | +101.8% | -16.9% | +118.7% | +99.2% |
| 3Y | +48.1% | +35.1% | +13.0% | +15.3% |
| 5Y | +91.9% | -11.3% | +103.2% | +61.1% |
| 10Y | +8.4% | +98.8% | -90.5% | -32.6% |
| All | +3.5% | +59.5% | -56.1% | -33.4% |
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 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