+5.2%
AVTR vs SHAK
+11.0%
-5.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.5% |
| 7D | +7.4% | -0.3% | +7.7% | +7.5% |
| 30D | +12.2% | -5.2% | +17.5% | +13.6% |
| 3M | +57.4% | +27.3% | +30.1% | +47.8% |
| 6M | +86.7% | -27.9% | +114.5% | +96.6% |
| YTD | +33.1% | -17.0% | +50.0% | +35.0% |
| 1Y | +16.1% | -30.9% | +47.1% | +22.9% |
| 3Y | -24.6% | +3.4% | -28.0% | -31.0% |
| 5Y | -63.5% | -20.5% | -43.0% | -66.3% |
| All | +5.2% | +11.0% | -5.8% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling