+382.3%
APP vs SHAK
-47.1%
+429.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.1% |
| 7D | +0.3% | -11.0% | +11.3% | +5.9% |
| 30D | -1.3% | -14.0% | +12.7% | +5.7% |
| 3M | -36.2% | +13.3% | -49.5% | -41.0% |
| 6M | -34.1% | -35.3% | +1.2% | -24.0% |
| YTD | -53.3% | -24.0% | -29.3% | -50.7% |
| 1Y | -44.5% | -36.7% | -7.8% | -36.0% |
| 3Y | +646.7% | -5.4% | +652.0% | +522.2% |
| 5Y | +306.4% | -24.9% | +331.3% | +241.9% |
| All | +382.3% | -47.1% | +429.4% | +301.3% |
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