+40.3%
ARMK vs SHAK
-21.2%
+61.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -4.6% |
| 7D | -5.8% | +8.3% | -14.1% | -6.8% |
| 30D | -5.3% | +16.7% | -21.9% | -7.2% |
| 3M | -6.7% | +10.0% | -16.7% | -8.1% |
| 6M | +17.4% | -23.8% | +41.2% | +20.9% |
| YTD | +43.0% | -10.3% | +53.3% | +44.3% |
| 1Y | +40.3% | -22.9% | +63.2% | +46.6% |
| All | +40.3% | -21.2% | +61.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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