+311.3%
ARM vs SHAK
+9.2%
+302.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.9% |
| 7D | +11.4% | -0.3% | +11.7% | +11.5% |
| 30D | -7.4% | -5.2% | -2.2% | -5.6% |
| 3M | -24.5% | +27.3% | -51.8% | -33.0% |
| 6M | +128.7% | -27.9% | +156.5% | +154.2% |
| YTD | +139.3% | -17.0% | +156.2% | +146.6% |
| 1Y | +88.0% | -30.9% | +118.9% | +109.4% |
| All | +311.3% | +9.2% | +302.1% | +264.5% |
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