-20.5%
SHAK vs ABCL
-39.9%
+19.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -5.2% | +65.1% | -70.3% | -14.4% |
| 3M | +27.3% | +111.1% | -83.8% | +8.0% |
| 6M | -27.9% | +231.6% | -259.5% | -44.8% |
| YTD | -17.0% | +234.5% | -251.5% | -37.3% |
| 1Y | -30.9% | +174.3% | -205.3% | -46.7% |
| 3Y | +3.4% | +111.5% | -108.1% | -21.3% |
| 5Y | -20.5% | -37.3% | +16.8% | -35.4% |
| All | -20.5% | -39.9% | +19.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling