+1,240.6%
APH vs SHAK
+64.1%
+1,176.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.3% | +0.9% | +6.9% |
| 7D | +1.1% | +6.5% | -5.4% | 0.0% |
| 30D | -7.5% | +15.3% | -22.8% | -9.9% |
| 3M | -4.4% | +8.5% | -12.9% | -6.1% |
| 6M | +26.5% | +10.0% | +16.5% | +23.0% |
| YTD | +20.0% | -5.0% | +25.0% | +18.3% |
| 1Y | +16.9% | -15.3% | +32.2% | +17.4% |
| 3Y | +288.5% | +40.7% | +247.8% | +245.9% |
| 5Y | +310.3% | -7.9% | +318.2% | +278.6% |
| 10Y | +951.3% | +132.0% | +819.3% | +698.2% |
| All | +1,240.6% | +64.1% | +1,176.4% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling