-12.1%
SHAK vs ABCL
-79.6%
+67.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +8.2% | +2.3% | +5.9% | +7.9% |
| 30D | +13.5% | -0.7% | +14.1% | +13.1% |
| 3M | +6.2% | +33.4% | -27.2% | +0.5% |
| 6M | +8.2% | +137.8% | -129.6% | -9.2% |
| YTD | -6.5% | +264.3% | -270.8% | -27.7% |
| 1Y | -19.2% | +209.2% | -228.4% | -36.0% |
| 3Y | +37.9% | +208.4% | -170.5% | +1.9% |
| 5Y | -9.5% | -11.9% | +2.4% | -23.4% |
| All | -12.1% | -79.6% | +67.5% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling