+118.0%
AXP vs SHAK
-22.1%
+140.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -4.3% | -5.2% | +0.9% | -3.2% |
| 3M | +4.7% | +27.3% | -22.6% | -1.9% |
| 6M | +9.0% | -27.9% | +36.9% | +14.9% |
| YTD | -11.1% | -17.0% | +5.8% | -10.0% |
| 1Y | +1.3% | -30.9% | +32.2% | +7.1% |
| 3Y | +114.5% | +3.4% | +111.1% | +95.4% |
| 5Y | +118.0% | -20.5% | +138.5% | +105.1% |
| All | +118.0% | -22.1% | +140.1% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling