-2.5%
SHAK vs BBAI
+62.1%
-64.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -11.0% | -5.4% | -5.6% | -10.5% |
| 30D | -14.0% | -15.3% | +1.3% | -12.8% |
| 3M | +13.3% | -29.9% | +43.1% | +16.5% |
| 6M | -35.3% | -30.7% | -4.6% | -33.7% |
| YTD | -24.0% | -47.8% | +23.8% | -20.6% |
| 1Y | -36.7% | -40.4% | +3.7% | -35.5% |
| All | -2.5% | +62.1% | -64.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 3y: compounded portfolio wealth divided by compounded BBAI 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…
3y analysis · Full analysis span regression · 6 months rolling