+23.4%
BA vs SHAK
+91.5%
-68.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | -0.6% | +4.1% | -4.6% | -1.9% |
| 30D | -8.0% | +2.3% | -10.3% | -8.9% |
| 3M | -25.8% | -0.2% | -25.6% | -26.4% |
| 6M | -27.6% | +10.1% | -37.6% | -31.1% |
| YTD | -21.0% | -10.5% | -10.5% | -22.4% |
| 1Y | -12.3% | -22.4% | +10.1% | -10.0% |
| 3Y | -12.8% | +32.1% | -44.8% | -32.8% |
| 5Y | -22.4% | -14.0% | -8.4% | -34.1% |
| All | +23.4% | +91.5% | -68.2% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling