+403.0%
AXP vs SHAK
+91.5%
+311.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.6% | -0.7% |
| 7D | -2.1% | +4.1% | -6.2% | -3.3% |
| 30D | +2.7% | +2.3% | +0.4% | +1.8% |
| 3M | -7.3% | -0.2% | -7.0% | -7.8% |
| 6M | +1.8% | +10.1% | -8.3% | -2.6% |
| YTD | -13.1% | -10.5% | -2.6% | -14.1% |
| 1Y | -13.7% | -22.4% | +8.7% | -11.3% |
| 3Y | +113.1% | +32.1% | +81.0% | +76.1% |
| 5Y | +85.9% | -14.0% | +99.9% | +65.5% |
| All | +403.0% | +91.5% | +311.5% | +210.0% |
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