-17.8%
APTV vs SHAK
+34.1%
-51.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -0.9% |
| 7D | -1.2% | -7.2% | +6.0% | +0.8% |
| 30D | -10.6% | -11.8% | +1.2% | -7.7% |
| 3M | -35.0% | +17.2% | -52.2% | -38.2% |
| 6M | -38.9% | -34.1% | -4.8% | -33.9% |
| YTD | -41.5% | -22.4% | -19.1% | -39.8% |
| 1Y | -45.8% | -35.9% | -9.9% | -41.5% |
| 3Y | -55.7% | -3.4% | -52.3% | -59.5% |
| 5Y | -70.1% | -25.4% | -44.7% | -72.2% |
| 10Y | -19.1% | +83.4% | -102.5% | -44.5% |
| All | -17.8% | +34.1% | -51.9% | -41.8% |
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 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