-35.9%
SHAK vs ABCL
+164.4%
-200.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.4% | -3.1% | -6.2% |
| 7D | -7.2% | -2.7% | -4.5% | -6.9% |
| 30D | -11.8% | +18.3% | -30.1% | -13.4% |
| 3M | +17.2% | +108.5% | -91.3% | +6.0% |
| 6M | -34.1% | +213.9% | -248.1% | -44.9% |
| YTD | -22.4% | +223.1% | -245.5% | -36.5% |
| 1Y | -35.9% | +160.6% | -196.5% | -46.4% |
| All | -35.9% | +164.4% | -200.3% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling