+174.6%
ARM vs SHAK
+16.5%
+158.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.8% | +3.6% |
| 7D | -15.2% | +2.0% | -17.2% | -15.9% |
| 30D | -40.7% | +12.0% | -52.7% | -43.5% |
| 3M | -39.1% | +2.3% | -41.4% | -40.2% |
| 6M | -26.4% | -25.5% | -0.9% | -19.7% |
| YTD | +59.7% | -11.4% | +71.2% | +59.1% |
| 1Y | +10.3% | -21.8% | +32.1% | +15.9% |
| 3Y | +228.9% | +25.8% | +203.0% | +165.9% |
| All | +174.6% | +16.5% | +158.1% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling