+36.4%
SHEL vs ARMK
+41.8%
-5.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | +2.7% | -1.9% | +0.8% |
| 30D | -3.6% | -1.5% | -2.1% | -3.5% |
| 3M | +12.0% | -11.6% | +23.6% | +12.3% |
| 6M | +19.7% | +6.7% | +13.0% | +19.4% |
| YTD | +39.6% | +47.4% | -7.8% | +38.3% |
| 1Y | +36.4% | +41.5% | -5.0% | +35.1% |
| All | +36.4% | +41.8% | -5.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling