+63.4%
SHAK vs ARWR
+632.8%
-569.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +3.0% |
| 7D | +4.3% | -17.8% | +22.1% | +7.1% |
| 30D | +9.0% | -18.1% | +27.2% | +12.1% |
| 3M | +1.8% | -44.2% | +46.0% | +11.0% |
| 6M | +17.3% | -38.6% | +56.0% | +24.9% |
| YTD | -7.6% | -28.0% | +20.4% | -4.7% |
| 1Y | -16.9% | +16.1% | -33.1% | -21.3% |
| 3Y | +35.1% | +84.0% | -48.9% | +11.0% |
| 5Y | -11.3% | -35.4% | +24.1% | -17.9% |
| 10Y | +98.8% | +1,043.1% | -944.2% | +25.9% |
| All | +63.4% | +632.8% | -569.5% | +0.2% |
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