+374.4%
AXP vs SHAK
+64.1%
+310.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.3% | -6.3% | -0.7% |
| 7D | -1.1% | +6.5% | -7.6% | -2.7% |
| 30D | +5.2% | +15.3% | -10.1% | +1.5% |
| 3M | -4.6% | +8.5% | -13.0% | -6.9% |
| 6M | +3.2% | +10.0% | -6.8% | -0.6% |
| YTD | -11.3% | -5.0% | -6.4% | -13.4% |
| 1Y | -11.0% | -15.3% | +4.3% | -10.7% |
| 3Y | +120.2% | +40.7% | +79.5% | +86.2% |
| 5Y | +91.7% | -7.9% | +99.7% | +72.0% |
| 10Y | +440.3% | +132.0% | +308.4% | +273.7% |
| All | +374.4% | +64.1% | +310.2% | +235.4% |
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