+93.5%
ARES vs SHAK
-27.4%
+120.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | -7.7% | -11.0% | +3.3% | -4.5% |
| 30D | -8.7% | -14.0% | +5.3% | -4.6% |
| 3M | +2.8% | +13.3% | -10.4% | -1.8% |
| 6M | +23.1% | -35.3% | +58.4% | +35.7% |
| YTD | -17.3% | -24.0% | +6.7% | -13.7% |
| 1Y | -24.3% | -36.7% | +12.4% | -16.7% |
| 3Y | +34.9% | -5.4% | +40.3% | +21.3% |
| 5Y | +93.5% | -24.9% | +118.4% | +72.1% |
| All | +93.5% | -27.4% | +120.9% | +72.1% |
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