+15.8%
APD vs SHAK
-13.2%
+28.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.7% |
| 7D | +2.2% | +4.1% | -1.9% | +1.6% |
| 30D | +9.4% | +2.3% | +7.1% | +9.0% |
| 3M | +4.7% | -0.2% | +4.9% | +4.4% |
| 6M | +5.5% | +10.1% | -4.6% | +3.4% |
| YTD | +31.4% | -10.5% | +41.9% | +30.3% |
| 1Y | +24.1% | -22.4% | +46.5% | +25.5% |
| 3Y | +28.8% | +32.1% | -3.3% | +16.9% |
| 5Y | +15.8% | -14.0% | +29.7% | +6.8% |
| All | +15.8% | -13.2% | +28.9% | +6.8% |
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