+222.8%
AZN vs SHAK
+35.4%
+187.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | +0.1% |
| 7D | -1.6% | -8.3% | +6.7% | -0.9% |
| 30D | +1.1% | -12.6% | +13.7% | +2.0% |
| 3M | -12.1% | +9.1% | -21.3% | -12.9% |
| 6M | -17.1% | -31.2% | +14.1% | -15.4% |
| YTD | -12.0% | -21.6% | +9.6% | -11.1% |
| 1Y | -0.2% | -38.8% | +38.6% | +2.4% |
| 3Y | +26.8% | +0.6% | +26.2% | +23.4% |
| 5Y | +56.9% | -22.5% | +79.4% | +52.4% |
| 10Y | +226.7% | +85.3% | +141.4% | +178.3% |
| All | +222.8% | +35.4% | +187.4% | +180.5% |
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