-27.1%
AVTR vs SHAK
-5.6%
-21.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -2.0% | -11.0% | +8.9% | +0.1% |
| 30D | +8.1% | -14.0% | +22.1% | +11.2% |
| 3M | +54.2% | +13.3% | +40.9% | +49.6% |
| 6M | +82.6% | -35.3% | +117.9% | +94.9% |
| YTD | +29.8% | -24.0% | +53.8% | +33.6% |
| 1Y | +18.0% | -36.7% | +54.7% | +26.0% |
| All | -27.1% | -5.6% | -21.5% | -25.7% |
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 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