+128.8%
SHOP vs ARM
+349.4%
-220.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.5% | -1.5% |
| 7D | -5.1% | +5.5% | -10.6% | -6.3% |
| 30D | +0.6% | -8.2% | +8.8% | +2.4% |
| 3M | +25.0% | -35.9% | +61.0% | +36.0% |
| 6M | +11.9% | +103.1% | -91.2% | -15.3% |
| YTD | -9.9% | +130.6% | -140.5% | -34.6% |
| 1Y | 0.0% | +86.1% | -86.1% | -22.9% |
| All | +128.8% | +349.4% | -220.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling