+114.1%
AS vs SHAK
-11.4%
+125.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -2.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -22.1% | -5.2% | -16.9% | -21.1% |
| 3M | -15.3% | +27.3% | -42.6% | -21.4% |
| 6M | -15.6% | -27.9% | +12.3% | -10.0% |
| YTD | -23.2% | -17.0% | -6.2% | -21.6% |
| 1Y | -21.7% | -30.9% | +9.2% | -16.2% |
| All | +114.1% | -11.4% | +125.5% | +120.0% |
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