+316.4%
ARM vs SHAK
+3.1%
+313.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +2.9% |
| 7D | +5.0% | -8.3% | +13.3% | +8.6% |
| 30D | -2.6% | -12.6% | +10.0% | +2.6% |
| 3M | -22.6% | +9.1% | -31.7% | -26.8% |
| 6M | +120.5% | -31.2% | +151.7% | +149.5% |
| YTD | +142.2% | -21.6% | +163.8% | +155.1% |
| 1Y | +71.2% | -38.8% | +109.9% | +101.4% |
| All | +316.4% | +3.1% | +313.3% | +277.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling