+369.5%
AXP vs SHAK
+53.0%
+316.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | +0.6% | +2.0% | -1.4% | +0.1% |
| 30D | +5.8% | +12.0% | -6.2% | +2.8% |
| 3M | -6.0% | +2.3% | -8.4% | -7.0% |
| 6M | +0.3% | -25.5% | +25.8% | +4.8% |
| YTD | -12.3% | -11.4% | -0.8% | -12.8% |
| 1Y | -11.2% | -21.8% | +10.5% | -9.2% |
| 3Y | +117.0% | +25.8% | +91.2% | +88.7% |
| 5Y | +93.2% | -21.0% | +114.1% | +79.6% |
| 10Y | +461.2% | +126.4% | +334.7% | +293.4% |
| All | +369.5% | +53.0% | +316.6% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling