-11.5%
SHAK vs ARWR
-34.9%
+23.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +2.9% |
| 7D | +4.3% | -17.8% | +22.1% | +8.3% |
| 30D | +9.0% | -18.1% | +27.2% | +13.3% |
| 3M | +1.8% | -44.2% | +46.0% | +15.0% |
| 6M | +17.3% | -38.6% | +56.0% | +28.0% |
| YTD | -7.6% | -28.0% | +20.4% | -3.9% |
| 1Y | -16.9% | +16.1% | -33.1% | -24.1% |
| 3Y | +35.1% | +84.0% | -48.9% | -4.4% |
| All | -11.5% | -34.9% | +23.4% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling