-11.1%
AXP vs SHAK
-20.2%
+9.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | -0.1% | +4.3% | -4.4% | -0.8% |
| 30D | +4.4% | +9.0% | -4.6% | +3.0% |
| 3M | -6.4% | +1.8% | -8.2% | -6.9% |
| 6M | +4.2% | +17.3% | -13.2% | +1.2% |
| YTD | -12.4% | -7.6% | -4.7% | -13.0% |
| 1Y | -11.1% | -16.9% | +5.8% | -10.3% |
| All | -11.1% | -20.2% | +9.0% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling