-27.0%
SHAK vs ABCL
-81.9%
+54.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -6.0% |
| 7D | -7.2% | -2.7% | -4.5% | -6.8% |
| 30D | -11.8% | +18.3% | -30.1% | -14.4% |
| 3M | +17.2% | +108.5% | -91.3% | +2.0% |
| 6M | -34.1% | +213.9% | -248.1% | -47.0% |
| YTD | -22.4% | +223.1% | -245.5% | -38.4% |
| 1Y | -35.9% | +160.6% | -196.5% | -48.1% |
| 3Y | -3.4% | +104.3% | -107.6% | -23.2% |
| 5Y | -25.4% | -40.0% | +14.6% | -35.0% |
| All | -27.0% | -81.9% | +54.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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