+217.1%
AWK vs SHAK
+34.1%
+183.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.4% |
| 7D | +0.6% | -7.2% | +7.8% | +1.0% |
| 30D | +4.3% | -11.8% | +16.1% | +5.1% |
| 3M | +12.5% | +17.2% | -4.6% | +11.2% |
| 6M | +3.3% | -34.1% | +37.4% | +5.2% |
| YTD | +9.8% | -22.4% | +32.1% | +10.3% |
| 1Y | +2.9% | -35.9% | +38.8% | +4.6% |
| 3Y | +9.6% | -3.4% | +13.0% | +5.1% |
| 5Y | -16.7% | -25.4% | +8.8% | -20.4% |
| 10Y | +136.1% | +83.4% | +52.7% | +105.1% |
| All | +217.1% | +34.1% | +183.0% | +168.9% |
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 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