-22.9%
SHAK vs ARWR
+59.7%
-82.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.3% | +3.4% |
| 7D | +8.3% | +2.4% | +5.9% | +8.0% |
| 30D | +16.7% | -1.1% | +17.8% | +16.8% |
| 3M | +10.0% | -31.2% | +41.2% | +15.1% |
| 6M | -23.8% | -19.3% | -4.5% | -22.3% |
| YTD | -10.3% | -7.1% | -3.1% | -12.3% |
| 1Y | -22.9% | +62.9% | -85.8% | -29.8% |
| All | -22.9% | +59.7% | -82.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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