+315.5%
ARM vs SHAK
+2.1%
+313.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +3.6% |
| 7D | +12.5% | -7.2% | +19.7% | +15.7% |
| 30D | -1.4% | -11.8% | +10.5% | +3.5% |
| 3M | -18.7% | +17.2% | -35.8% | -25.4% |
| 6M | +124.6% | -34.1% | +158.8% | +158.9% |
| YTD | +141.7% | -22.4% | +164.1% | +155.5% |
| 1Y | +87.7% | -35.9% | +123.6% | +115.2% |
| All | +315.5% | +2.1% | +313.4% | +277.8% |
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 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