+155.2%
ARMK vs SHAK
-27.4%
+182.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -0.9% | -11.0% | +10.1% | +1.5% |
| 30D | -5.9% | -14.0% | +8.1% | -2.9% |
| 3M | +6.7% | +13.3% | -6.5% | +3.2% |
| 6M | +42.5% | -35.3% | +77.9% | +53.3% |
| YTD | +55.1% | -24.0% | +79.1% | +60.1% |
| 1Y | +50.3% | -36.7% | +87.0% | +61.1% |
| 3Y | +122.2% | -5.4% | +127.6% | +101.8% |
| 5Y | +155.2% | -24.9% | +180.1% | +136.5% |
| All | +155.2% | -27.4% | +182.6% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling