+199.6%
ARM vs SHAK
+21.5%
+178.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.8% | -5.9% |
| 7D | +9.1% | +4.3% | +4.8% | +7.2% |
| 30D | -19.9% | +9.0% | -29.0% | -22.8% |
| 3M | -31.6% | +1.8% | -33.4% | -32.8% |
| 6M | -13.9% | +17.3% | -31.2% | -21.9% |
| YTD | +74.3% | -7.6% | +81.9% | +70.6% |
| 1Y | +35.8% | -16.9% | +52.7% | +38.8% |
| 3Y | +268.6% | +35.1% | +233.6% | +187.4% |
| All | +199.6% | +21.5% | +178.1% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling