+1,094.8%
ARES vs SHAK
+43.4%
+1,051.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +1.3% | -5.2% | +6.5% | +2.5% |
| 3M | +10.4% | +27.3% | -16.9% | +3.8% |
| 6M | +29.0% | -27.9% | +56.9% | +35.6% |
| YTD | -12.2% | -17.0% | +4.8% | -10.9% |
| 1Y | -18.4% | -30.9% | +12.5% | -13.9% |
| 3Y | +43.2% | +3.4% | +39.8% | +33.3% |
| 5Y | +102.6% | -20.5% | +123.1% | +90.9% |
| 10Y | +1,029.6% | +88.3% | +941.4% | +757.1% |
| All | +1,094.8% | +43.4% | +1,051.4% | +812.8% |
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