+115.4%
AXP vs SHAK
+3.6%
+111.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -6.5% | -6.6% | +0.1% | -5.3% |
| 3M | +4.6% | +30.1% | -25.4% | -1.7% |
| 6M | +5.4% | -28.7% | +34.2% | +11.1% |
| YTD | -11.1% | -14.5% | +3.4% | -10.7% |
| 1Y | -0.3% | -31.9% | +31.6% | +5.5% |
| All | +115.4% | +3.6% | +111.8% | +108.3% |
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 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