+145.9%
AR vs SHAK
-27.4%
+173.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.3% | -11.0% | +9.7% | +0.2% |
| 30D | +3.5% | -14.0% | +17.6% | +5.6% |
| 3M | +9.9% | +13.3% | -3.3% | +7.1% |
| 6M | +4.5% | -35.3% | +39.9% | +9.3% |
| YTD | +13.7% | -24.0% | +37.7% | +14.8% |
| 1Y | +19.2% | -36.7% | +55.9% | +24.0% |
| 3Y | +46.2% | -5.4% | +51.5% | +34.5% |
| 5Y | +145.9% | -24.9% | +170.8% | +115.0% |
| All | +145.9% | -27.4% | +173.3% | +115.0% |
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 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