+13.7%
AR vs SHAK
+47.7%
-33.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +14.8% | -6.6% | +21.4% | +16.5% |
| 3M | +6.2% | +30.1% | -23.8% | -1.5% |
| 6M | +4.3% | -28.7% | +33.0% | +9.2% |
| YTD | +14.4% | -14.5% | +28.9% | +13.3% |
| 1Y | +21.3% | -31.9% | +53.2% | +26.6% |
| 3Y | +39.8% | -1.0% | +40.8% | +23.9% |
| 5Y | +142.1% | -18.7% | +160.8% | +111.9% |
| 10Y | +52.0% | +98.1% | -46.1% | +5.2% |
| All | +13.7% | +47.7% | -33.9% | -17.5% |
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