+210.7%
SHEL vs ARMK
+130.7%
+80.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -3.9% | +2.8% | -6.7% | -4.9% |
| 30D | -3.7% | -1.8% | -1.9% | -3.4% |
| 3M | +9.1% | -10.9% | +20.0% | +13.0% |
| 6M | +16.7% | +21.2% | -4.5% | +7.8% |
| YTD | +36.8% | +47.0% | -10.2% | +17.2% |
| 1Y | +31.8% | +42.9% | -11.1% | +13.9% |
| 3Y | +67.9% | +95.0% | -27.1% | +25.3% |
| 5Y | +163.3% | +106.2% | +57.1% | +86.0% |
| 10Y | +210.7% | +131.6% | +79.1% | +97.9% |
| All | +210.7% | +130.7% | +80.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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