+160.6%
SHEL vs ARMK
+106.4%
+54.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -6.7% | -0.7% | -5.9% | -6.6% |
| 30D | -2.9% | -1.3% | -1.6% | -2.8% |
| 3M | +9.1% | -2.5% | +11.6% | +9.3% |
| 6M | +17.9% | +20.8% | -2.9% | +12.6% |
| YTD | +36.0% | +48.2% | -12.2% | +23.7% |
| 1Y | +31.8% | +45.7% | -14.0% | +20.2% |
| 3Y | +66.9% | +96.6% | -29.7% | +37.9% |
| 5Y | +160.6% | +106.6% | +54.0% | +110.7% |
| All | +160.6% | +106.4% | +54.2% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling