+5.4%
APD vs SHAK
-3.6%
+9.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | 0.0% |
| 7D | -4.6% | -7.2% | +2.6% | -3.8% |
| 30D | -4.2% | -11.8% | +7.6% | -2.8% |
| 3M | +5.0% | +17.2% | -12.2% | +2.4% |
| 6M | +8.9% | -34.1% | +43.1% | +13.4% |
| YTD | +21.9% | -22.4% | +44.3% | +23.0% |
| 1Y | +5.6% | -35.9% | +41.5% | +9.6% |
| All | +5.4% | -3.6% | +9.0% | -4.0% |
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 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