-7.7%
SHOP vs ARM
+14.5%
-22.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.3% |
| 7D | +2.8% | -10.4% | +13.2% | +3.9% |
| 30D | -14.2% | -31.8% | +17.7% | -10.8% |
| 3M | -5.5% | -32.2% | +26.7% | -2.2% |
| 6M | +32.8% | -14.9% | +47.7% | +31.1% |
| YTD | -8.9% | +66.0% | -75.0% | -24.9% |
| 1Y | -7.7% | +17.2% | -24.9% | -4.1% |
| All | -7.7% | +14.5% | -22.2% | -4.1% |
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