-54.4%
APTV vs SHAK
-2.6%
-51.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.0% |
| 7D | -5.0% | -8.3% | +3.3% | -3.2% |
| 30D | -6.1% | -12.6% | +6.6% | -3.3% |
| 3M | -33.0% | +9.1% | -42.1% | -34.7% |
| 6M | -35.2% | -31.2% | -4.0% | -31.4% |
| YTD | -40.1% | -21.6% | -18.6% | -39.0% |
| 1Y | -45.6% | -38.8% | -6.8% | -41.1% |
| 3Y | -54.4% | +0.6% | -55.0% | -60.7% |
| All | -54.4% | -2.6% | -51.7% | -60.7% |
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