-46.5%
APTV vs SHAK
-21.2%
-25.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +4.1% |
| 7D | -1.9% | +8.3% | -10.2% | -2.9% |
| 30D | -1.4% | +16.7% | -18.1% | -3.5% |
| 3M | -9.3% | +10.0% | -19.3% | -10.5% |
| 6M | -27.3% | -23.8% | -3.5% | -25.7% |
| YTD | -43.1% | -10.3% | -32.9% | -45.3% |
| 1Y | -46.5% | -22.9% | -23.6% | -43.4% |
| All | -46.5% | -21.2% | -25.3% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling