+66.9%
BA vs SHAK
+47.7%
+19.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -11.6% | -6.6% | -5.0% | -10.1% |
| 3M | -2.4% | +30.1% | -32.4% | -9.7% |
| 6M | -6.6% | -28.7% | +22.1% | -0.6% |
| YTD | -2.2% | -14.5% | +12.3% | -1.8% |
| 1Y | -8.0% | -31.9% | +23.9% | -2.2% |
| 3Y | -5.0% | -1.0% | -4.0% | -15.4% |
| 5Y | -2.7% | -18.7% | +16.0% | -13.0% |
| 10Y | +75.9% | +98.1% | -22.2% | +20.5% |
| All | +66.9% | +47.7% | +19.3% | +13.1% |
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 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