-10.5%
SHAK vs JAAA
+29.3%
-39.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.6% |
| 7D | -7.2% | +0.1% | -7.3% | -7.5% |
| 30D | -11.8% | +0.5% | -12.3% | -13.1% |
| 3M | +17.2% | +1.2% | +15.9% | +12.7% |
| 6M | -34.1% | +2.7% | -36.9% | -39.4% |
| YTD | -22.4% | +3.2% | -25.6% | -29.5% |
| 1Y | -35.9% | +4.8% | -40.7% | -44.3% |
| 3Y | -3.4% | +19.0% | -22.4% | -30.9% |
| 5Y | -25.4% | +26.8% | -52.2% | -53.8% |
| All | -10.5% | +29.3% | -39.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 all: compounded portfolio wealth divided by compounded JAAA 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…
all analysis · Full analysis span regression · 6 months rolling