+8.8%
AWK vs SHAK
-5.6%
+14.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.4% |
| 7D | -0.7% | -11.0% | +10.2% | -0.8% |
| 30D | +2.8% | -14.0% | +16.8% | +2.7% |
| 3M | +11.3% | +13.3% | -1.9% | +11.4% |
| 6M | +6.7% | -35.3% | +42.1% | +6.5% |
| YTD | +9.4% | -24.0% | +33.4% | +8.9% |
| 1Y | +3.7% | -36.7% | +40.4% | +3.4% |
| All | +8.8% | -5.6% | +14.5% | -8.9% |
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