+135.9%
SHOP vs ARM
+265.0%
-129.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.2% |
| 7D | -1.2% | +9.1% | -10.3% | -3.3% |
| 30D | -14.7% | -19.9% | +5.2% | -10.9% |
| 3M | -7.2% | -31.6% | +24.4% | -0.9% |
| 6M | +54.2% | -13.9% | +68.1% | +49.4% |
| YTD | -8.6% | +74.3% | -82.9% | -29.4% |
| 1Y | +0.5% | +35.8% | -35.3% | -16.7% |
| 3Y | +135.9% | +268.6% | -132.7% | +54.1% |
| All | +135.9% | +265.0% | -129.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling