+527.5%
APP vs SHAK
-35.7%
+563.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.8% | +2.4% |
| 7D | +4.6% | +4.3% | +0.3% | +2.5% |
| 30D | +56.0% | +9.0% | +47.0% | +48.8% |
| 3M | +30.8% | +1.8% | +29.0% | +27.8% |
| 6M | -9.8% | +17.3% | -27.1% | -19.5% |
| YTD | -39.3% | -7.6% | -31.7% | -42.2% |
| 1Y | -26.4% | -16.9% | -9.5% | -26.4% |
| 3Y | +887.9% | +35.1% | +852.9% | +574.0% |
| 5Y | +264.1% | -11.3% | +275.4% | +178.0% |
| All | +527.5% | -35.7% | +563.1% | +369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling