+804.4%
APO vs SHAK
+43.4%
+761.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.9% | -5.2% | +9.1% | +5.2% |
| 3M | +3.8% | +27.3% | -23.5% | -3.0% |
| 6M | +22.3% | -27.9% | +50.2% | +28.9% |
| YTD | -7.8% | -17.0% | +9.2% | -6.6% |
| 1Y | -0.3% | -30.9% | +30.6% | +5.4% |
| 3Y | +57.1% | +3.4% | +53.8% | +44.3% |
| 5Y | +137.0% | -20.5% | +157.4% | +121.0% |
| 10Y | +946.8% | +88.3% | +858.6% | +646.1% |
| All | +804.4% | +43.4% | +761.0% | +539.9% |
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