+678.6%
AU vs SHAK
-22.8%
+701.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -4.3% | -8.3% | +4.0% | -3.1% |
| 30D | +7.3% | -12.6% | +19.9% | +9.4% |
| 3M | +26.3% | +9.1% | +17.2% | +24.9% |
| 6M | +1.8% | -31.2% | +33.0% | +5.8% |
| YTD | +26.8% | -21.6% | +48.4% | +29.6% |
| 1Y | +66.7% | -38.8% | +105.5% | +75.2% |
| 3Y | +579.1% | +0.6% | +578.5% | +536.3% |
| All | +678.6% | -22.8% | +701.4% | +591.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling