+134.9%
AS vs SHAK
-5.5%
+140.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.4% |
| 7D | +6.9% | +2.0% | +4.9% | +6.4% |
| 30D | +16.0% | +12.0% | +4.0% | +12.4% |
| 3M | -12.8% | +2.3% | -15.2% | -13.7% |
| 6M | -15.4% | -25.5% | +10.1% | -10.6% |
| YTD | -15.7% | -11.4% | -4.3% | -15.7% |
| 1Y | +6.1% | -21.8% | +27.8% | +9.6% |
| All | +134.9% | -5.5% | +140.4% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling