+503.8%
APP vs SHAK
-37.6%
+541.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.3% |
| 7D | +10.6% | +4.1% | +6.5% | +8.6% |
| 30D | +44.6% | +2.3% | +42.3% | +42.1% |
| 3M | +29.6% | -0.2% | +29.8% | +27.7% |
| 6M | -19.8% | +10.1% | -29.8% | -26.1% |
| YTD | -41.6% | -10.5% | -31.1% | -43.6% |
| 1Y | -32.7% | -22.4% | -10.3% | -30.2% |
| 3Y | +799.0% | +32.1% | +766.9% | +518.8% |
| 5Y | +250.4% | -14.0% | +264.4% | +171.4% |
| All | +503.8% | -37.6% | +541.4% | +358.6% |
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 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