+136.8%
ARMK vs SHAK
+81.5%
+55.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | -0.9% | -11.0% | +10.1% | +2.3% |
| 30D | -5.9% | -14.0% | +8.1% | -1.9% |
| 3M | +6.7% | +13.3% | -6.5% | +2.0% |
| 6M | +42.5% | -35.3% | +77.9% | +56.3% |
| YTD | +55.1% | -24.0% | +79.1% | +61.3% |
| 1Y | +50.3% | -36.7% | +87.0% | +64.0% |
| 3Y | +122.2% | -5.4% | +127.6% | +96.4% |
| 5Y | +155.2% | -24.9% | +180.1% | +127.8% |
| All | +136.8% | +81.5% | +55.3% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling