-24.7%
SHAK vs BBAI
-70.8%
+46.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.1% |
| 7D | -8.3% | -1.7% | -6.6% | -8.2% |
| 30D | -12.6% | -12.0% | -0.7% | -12.3% |
| 3M | +9.1% | -30.7% | +39.8% | +10.2% |
| 6M | -31.2% | -30.7% | -0.6% | -30.6% |
| YTD | -21.6% | -46.9% | +25.3% | -20.4% |
| 1Y | -38.8% | -41.1% | +2.3% | -38.3% |
| 3Y | +0.6% | +65.9% | -65.3% | -3.4% |
| All | -24.7% | -70.8% | +46.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling