+329.1%
APP vs SHAK
-25.9%
+355.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +1.0% |
| 7D | -4.4% | -7.2% | +2.8% | -0.9% |
| 30D | -10.0% | -11.8% | +1.8% | -4.6% |
| 3M | -41.4% | +17.2% | -58.6% | -46.9% |
| 6M | -41.0% | -34.1% | -6.9% | -32.2% |
| YTD | -54.7% | -22.4% | -32.4% | -52.6% |
| 1Y | -45.3% | -35.9% | -9.4% | -37.1% |
| 3Y | +624.3% | -3.4% | +627.6% | +482.8% |
| 5Y | +329.1% | -25.4% | +354.5% | +255.8% |
| All | +329.1% | -25.9% | +355.0% | +255.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling