+2.1%
AS vs SHAK
-21.2%
+23.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +4.1% |
| 7D | +13.8% | +8.3% | +5.4% | +11.6% |
| 30D | +16.7% | +16.7% | 0.0% | +12.4% |
| 3M | -11.5% | +10.0% | -21.5% | -14.0% |
| 6M | -5.5% | -23.8% | +18.3% | -1.7% |
| YTD | -14.2% | -10.3% | -3.9% | -13.6% |
| 1Y | +2.1% | -22.9% | +25.0% | +5.8% |
| All | +2.1% | -21.2% | +23.3% | +5.8% |
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