+77.8%
SHAK vs ARWR
+1,080.6%
-1,002.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -11.0% | -4.3% | -6.7% | -10.3% |
| 30D | -14.0% | -7.3% | -6.8% | -13.0% |
| 3M | +13.3% | +17.0% | -3.8% | +9.7% |
| 6M | -35.3% | +39.8% | -75.1% | -39.3% |
| YTD | -24.0% | +24.7% | -48.6% | -27.6% |
| 1Y | -36.7% | +186.5% | -223.2% | -47.7% |
| 3Y | -5.4% | +176.8% | -182.2% | -26.5% |
| 5Y | -24.9% | +29.3% | -54.2% | -37.2% |
| All | +77.8% | +1,080.6% | -1,002.8% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling