+310.3%
APH vs SHAK
-7.9%
+318.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.3% | +0.9% | +6.6% |
| 7D | +1.1% | +6.5% | -5.4% | -0.3% |
| 30D | -7.5% | +15.3% | -22.8% | -10.3% |
| 3M | -4.4% | +8.5% | -12.9% | -6.4% |
| 6M | +26.5% | +10.0% | +16.5% | +22.4% |
| YTD | +20.0% | -5.0% | +25.0% | +17.8% |
| 1Y | +16.9% | -15.3% | +32.2% | +17.6% |
| 3Y | +288.5% | +40.7% | +247.8% | +229.3% |
| 5Y | +310.3% | -7.9% | +318.2% | +257.0% |
| All | +310.3% | -7.9% | +318.2% | +257.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling