+352.8%
APH vs SHAK
-22.1%
+374.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -3.3% | -5.2% | +1.9% | -2.3% |
| 3M | +14.0% | +27.3% | -13.2% | +7.5% |
| 6M | +24.4% | -27.9% | +52.3% | +30.8% |
| YTD | +21.4% | -17.0% | +38.4% | +23.1% |
| 1Y | +48.9% | -30.9% | +79.9% | +56.5% |
| 3Y | +290.1% | +3.4% | +286.7% | +257.2% |
| 5Y | +352.8% | -20.5% | +373.3% | +317.0% |
| All | +352.8% | -22.1% | +374.9% | +317.0% |
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