+77.8%
SHAK vs BUD
-22.8%
+100.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -11.0% | -3.2% | -7.8% | -9.4% |
| 30D | -14.0% | -3.7% | -10.4% | -12.3% |
| 3M | +13.3% | -4.4% | +17.7% | +15.7% |
| 6M | -35.3% | +7.7% | -43.1% | -37.8% |
| YTD | -24.0% | +23.1% | -47.0% | -32.2% |
| 1Y | -36.7% | +33.6% | -70.3% | -46.0% |
| 3Y | -5.4% | +44.7% | -50.1% | -24.3% |
| 5Y | -24.9% | +44.9% | -69.8% | -40.9% |
| All | +77.8% | -22.8% | +100.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling