+124.9%
ARMK vs SHAK
-3.6%
+128.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.2% |
| 7D | +0.3% | -7.2% | +7.5% | +1.4% |
| 30D | +2.4% | -11.8% | +14.2% | +4.3% |
| 3M | +6.1% | +17.2% | -11.1% | +3.1% |
| 6M | +41.8% | -34.1% | +75.9% | +49.0% |
| YTD | +55.5% | -22.4% | +77.9% | +58.9% |
| 1Y | +49.6% | -35.9% | +85.5% | +57.2% |
| All | +124.9% | -3.6% | +128.6% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling