+24.3%
APD vs SHAK
-27.4%
+51.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | -3.5% | -11.0% | +7.5% | -2.1% |
| 30D | -5.1% | -14.0% | +9.0% | -3.4% |
| 3M | +6.9% | +13.3% | -6.4% | +4.8% |
| 6M | +8.1% | -35.3% | +43.4% | +12.5% |
| YTD | +21.2% | -24.0% | +45.2% | +22.9% |
| 1Y | +4.9% | -36.7% | +41.6% | +8.9% |
| 3Y | +6.3% | -5.4% | +11.7% | +1.0% |
| 5Y | +24.3% | -24.9% | +49.2% | +17.0% |
| All | +24.3% | -27.4% | +51.7% | +17.0% |
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 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