+173.8%
ARMK vs SHAK
+59.5%
+114.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | +2.7% | +4.3% | -1.6% | +1.6% |
| 30D | -1.5% | +9.0% | -10.5% | -3.8% |
| 3M | -11.6% | +1.8% | -13.4% | -12.5% |
| 6M | +6.7% | +17.3% | -10.6% | +0.9% |
| YTD | +47.4% | -7.6% | +55.0% | +44.8% |
| 1Y | +41.5% | -16.9% | +58.4% | +42.5% |
| 3Y | +95.5% | +35.1% | +60.5% | +61.6% |
| 5Y | +108.4% | -11.3% | +119.6% | +84.1% |
| 10Y | +132.3% | +98.8% | +33.4% | +58.8% |
| All | +173.8% | +59.5% | +114.3% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling