0.0%
SHOP vs ARM
+92.2%
-92.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -1.1% |
| 7D | -5.1% | +5.5% | -10.6% | -5.8% |
| 30D | +0.6% | -8.2% | +8.8% | +1.6% |
| 3M | +25.0% | -35.9% | +61.0% | +31.6% |
| 6M | +11.9% | +103.1% | -91.2% | -12.5% |
| YTD | -9.9% | +130.6% | -140.5% | -32.3% |
| 1Y | 0.0% | +86.1% | -86.1% | -12.3% |
| All | 0.0% | +92.2% | -92.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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