+296.4%
ARM vs SHAK
+12.5%
+284.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | -8.2% | -6.6% | -1.6% | -5.9% |
| 3M | -35.9% | +30.1% | -66.0% | -43.5% |
| 6M | +103.1% | -28.7% | +131.9% | +127.7% |
| YTD | +130.6% | -14.5% | +145.1% | +135.0% |
| 1Y | +86.1% | -31.9% | +117.9% | +109.3% |
| All | +296.4% | +12.5% | +284.0% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling