+134.9%
SHOP vs ARM
+211.3%
-76.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.5% |
| 7D | -5.4% | -15.2% | +9.8% | -2.0% |
| 30D | -10.3% | -40.7% | +30.4% | +0.7% |
| 3M | +1.0% | -39.1% | +40.1% | +11.4% |
| 6M | +41.2% | -26.4% | +67.6% | +41.6% |
| YTD | -7.5% | +59.7% | -67.2% | -28.0% |
| 1Y | -4.6% | +10.3% | -14.9% | -17.1% |
| 3Y | +146.4% | +228.9% | -82.4% | +31.1% |
| All | +134.9% | +211.3% | -76.4% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling