+188.2%
ARMK vs SHAK
+47.7%
+140.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | 0.0% | -6.6% | +6.7% | +1.7% |
| 3M | +6.7% | +30.1% | -23.4% | -0.8% |
| 6M | +38.8% | -28.7% | +67.6% | +47.0% |
| YTD | +55.2% | -14.5% | +69.7% | +56.2% |
| 1Y | +46.6% | -31.9% | +78.5% | +55.6% |
| 3Y | +112.9% | -1.0% | +113.9% | +92.2% |
| 5Y | +144.0% | -18.7% | +162.7% | +120.2% |
| 10Y | +132.4% | +98.1% | +34.3% | +61.8% |
| All | +188.2% | +47.7% | +140.6% | +100.7% |
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