+196.1%
APD vs SHAK
+47.7%
+148.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | +2.1% | -6.6% | +8.7% | +2.9% |
| 3M | +7.2% | +30.1% | -22.9% | +3.1% |
| 6M | +11.2% | -28.7% | +40.0% | +14.6% |
| YTD | +24.4% | -14.5% | +38.9% | +24.5% |
| 1Y | +6.7% | -31.9% | +38.5% | +9.9% |
| 3Y | +9.2% | -1.0% | +10.2% | +3.8% |
| 5Y | +27.4% | -18.7% | +46.1% | +20.3% |
| 10Y | +164.8% | +98.1% | +66.7% | +107.1% |
| All | +196.1% | +47.7% | +148.5% | +130.0% |
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 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