+640.8%
APP vs SHAK
+1.3%
+639.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -10.0% | -5.2% | -4.8% | -8.3% |
| 3M | -44.6% | +27.3% | -71.9% | -50.3% |
| 6M | -37.9% | -27.9% | -10.0% | -32.6% |
| YTD | -53.7% | -17.0% | -36.7% | -53.0% |
| 1Y | -43.0% | -30.9% | -12.0% | -37.2% |
| 3Y | +640.8% | +3.4% | +637.4% | +537.9% |
| All | +640.8% | +1.3% | +639.5% | +537.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling