+40.2%
APH vs SHAK
-35.2%
+75.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +1.6% | -7.2% | +8.8% | +2.4% |
| 30D | -3.0% | -11.8% | +8.8% | -1.7% |
| 3M | +5.7% | +17.2% | -11.4% | +3.6% |
| 6M | +20.0% | -34.1% | +54.1% | +24.8% |
| YTD | +20.8% | -22.4% | +43.2% | +25.6% |
| 1Y | +40.2% | -35.9% | +76.2% | +46.2% |
| All | +40.2% | -35.2% | +75.5% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling