-16.9%
SHAK vs BUD
+33.8%
-50.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +2.6% |
| 7D | +4.3% | +1.0% | +3.3% | +3.8% |
| 30D | +9.0% | +6.7% | +2.4% | +5.3% |
| 3M | +1.8% | +5.7% | -3.9% | -1.3% |
| 6M | +17.3% | +5.8% | +11.5% | +12.9% |
| YTD | -7.6% | +34.4% | -42.0% | -26.0% |
| 1Y | -16.9% | +33.3% | -50.2% | -33.2% |
| All | -16.9% | +33.8% | -50.7% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling