+3,663.5%
SHOP vs ARMK
+130.7%
+3,532.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -2.5% | +2.8% | -5.3% | -3.3% |
| 30D | -16.7% | -1.8% | -14.9% | -16.3% |
| 3M | -2.2% | -10.9% | +8.7% | +1.5% |
| 6M | +45.6% | +21.2% | +24.3% | +35.1% |
| YTD | -7.3% | +47.0% | -54.3% | -19.5% |
| 1Y | -6.1% | +42.9% | -49.0% | -17.7% |
| 3Y | +143.3% | +95.0% | +48.3% | +91.1% |
| 5Y | +0.2% | +106.2% | -106.1% | -22.1% |
| 10Y | +3,663.5% | +131.6% | +3,531.9% | +3,221.2% |
| All | +3,663.5% | +130.7% | +3,532.8% | +3,221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling