+1,062.4%
APH vs SHAK
+77.6%
+984.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.8% |
| 7D | +1.6% | -7.2% | +8.8% | +3.1% |
| 30D | -3.0% | -11.8% | +8.8% | -0.6% |
| 3M | +5.7% | +17.2% | -11.4% | +1.6% |
| 6M | +20.0% | -34.1% | +54.1% | +27.9% |
| YTD | +20.8% | -22.4% | +43.2% | +24.0% |
| 1Y | +40.2% | -35.9% | +76.2% | +49.0% |
| 3Y | +288.1% | -3.4% | +291.5% | +264.9% |
| 5Y | +352.5% | -25.4% | +377.9% | +327.5% |
| 10Y | +1,062.4% | +83.4% | +979.0% | +760.8% |
| All | +1,062.4% | +77.6% | +984.8% | +760.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling