+467.1%
AXP vs SHAK
+77.6%
+389.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | +0.5% |
| 7D | -2.5% | -7.2% | +4.7% | -0.5% |
| 30D | -5.0% | -11.8% | +6.8% | -1.8% |
| 3M | +1.4% | +17.2% | -15.8% | -3.9% |
| 6M | +6.0% | -34.1% | +40.1% | +15.3% |
| YTD | -12.3% | -22.4% | +10.1% | -9.4% |
| 1Y | +0.3% | -35.9% | +36.2% | +8.9% |
| 3Y | +111.7% | -3.4% | +115.0% | +92.1% |
| 5Y | +114.5% | -25.4% | +140.0% | +97.7% |
| 10Y | +467.1% | +83.4% | +383.6% | +260.6% |
| All | +467.1% | +77.6% | +389.4% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling