-9.0%
AUR vs SHAK
-21.2%
+12.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.3% | -4.7% |
| 7D | -19.8% | +8.3% | -28.2% | -20.5% |
| 30D | -29.0% | +16.7% | -45.7% | -30.2% |
| 3M | -43.6% | +10.0% | -53.5% | -44.0% |
| 6M | -36.6% | -23.8% | -12.8% | -32.1% |
| YTD | +6.3% | -10.3% | +16.5% | +5.8% |
| 1Y | -9.0% | -22.9% | +13.9% | -4.1% |
| All | -9.0% | -21.2% | +12.2% | -4.1% |
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