+87.7%
ARM vs SHAK
-35.2%
+122.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +2.6% |
| 7D | +12.5% | -7.2% | +19.7% | +14.4% |
| 30D | -1.4% | -11.8% | +10.5% | +1.6% |
| 3M | -18.7% | +17.2% | -35.8% | -23.4% |
| 6M | +124.6% | -34.1% | +158.8% | +150.9% |
| YTD | +141.7% | -22.4% | +164.1% | +160.1% |
| 1Y | +87.7% | -35.9% | +123.6% | +108.2% |
| All | +87.7% | -35.2% | +122.9% | +108.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling