+944.2%
APH vs SHAK
+105.4%
+838.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +0.4% | +3.0% | -2.7% | -0.1% |
| 30D | -8.0% | +8.2% | -16.2% | -9.5% |
| 3M | -5.0% | +4.6% | -9.6% | -6.2% |
| 6M | +29.9% | +16.3% | +13.6% | +24.4% |
| YTD | +18.0% | -7.6% | +25.5% | +16.6% |
| 1Y | +11.3% | -18.7% | +30.1% | +12.8% |
| 3Y | +274.9% | +36.4% | +238.6% | +227.7% |
| 5Y | +300.6% | -10.5% | +311.1% | +265.4% |
| 10Y | +944.2% | +99.0% | +845.2% | +629.2% |
| All | +944.2% | +105.4% | +838.9% | +629.2% |
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