-24.9%
SHAK vs BUD
+44.8%
-69.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 6M | -35.3% | +7.7% | -43.1% | -37.7% |
| YTD | -24.0% | +23.1% | -47.0% | -32.1% |
| 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% | -42.4% |
| All | -24.9% | +44.8% | -69.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling