+213.2%
APD vs SHAK
+59.5%
+153.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | +8.2% | +9.0% | -0.8% | +6.9% |
| 3M | +4.3% | +1.8% | +2.5% | +3.7% |
| 6M | +4.7% | +17.3% | -12.6% | +1.6% |
| YTD | +31.5% | -7.6% | +39.2% | +30.0% |
| 1Y | +23.5% | -16.9% | +40.5% | +23.7% |
| 3Y | +29.1% | +35.1% | -5.9% | +17.5% |
| 5Y | +15.9% | -11.3% | +27.1% | +8.3% |
| 10Y | +191.9% | +98.8% | +93.1% | +126.8% |
| All | +213.2% | +59.5% | +153.7% | +140.1% |
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