+123.4%
AS vs SHAK
-1.5%
+124.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.7% |
| 7D | -4.9% | +4.3% | -9.2% | -6.0% |
| 30D | +3.9% | +9.0% | -5.1% | +1.4% |
| 3M | -9.6% | +1.8% | -11.4% | -10.4% |
| 6M | -8.7% | +17.3% | -26.0% | -13.8% |
| YTD | -19.8% | -7.6% | -12.2% | -20.8% |
| 1Y | -1.5% | -16.9% | +15.4% | -0.1% |
| All | +123.4% | -1.5% | +124.9% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling