+46.8%
SHAK vs ARWR
+1,205.4%
-1,158.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | -0.3% | +2.9% | -3.2% | -0.8% |
| 30D | -5.2% | -2.9% | -2.3% | -4.8% |
| 3M | +27.3% | +15.2% | +12.0% | +23.4% |
| 6M | -27.9% | +42.3% | -70.2% | -32.6% |
| YTD | -17.0% | +28.2% | -45.2% | -21.3% |
| 1Y | -30.9% | +213.2% | -244.2% | -44.0% |
| 3Y | +3.4% | +184.6% | -181.3% | -20.4% |
| 5Y | -20.5% | +29.2% | -49.7% | -33.5% |
| 10Y | +88.3% | +1,012.5% | -924.3% | +19.1% |
| All | +46.8% | +1,205.4% | -1,158.5% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling