+391.7%
APP vs SHAK
-40.4%
+432.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -23.3% | -6.6% | -16.6% | -20.5% |
| 3M | -42.6% | +30.1% | -72.7% | -50.4% |
| 6M | -33.6% | -28.7% | -4.9% | -26.7% |
| YTD | -52.4% | -14.5% | -37.9% | -52.4% |
| 1Y | -35.9% | -31.9% | -4.0% | -28.4% |
| 3Y | +642.2% | -1.0% | +643.2% | +510.2% |
| 5Y | +311.1% | -18.7% | +329.8% | +230.7% |
| All | +391.7% | -40.4% | +432.1% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling