+3,003.4%
SHOP vs ARMK
+136.6%
+2,866.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.4% | -9.0% | -8.1% |
| 7D | -4.1% | +1.7% | -5.8% | -4.7% |
| 30D | -11.5% | +3.1% | -14.6% | -12.7% |
| 3M | +21.1% | +9.2% | +11.8% | +17.1% |
| 6M | +3.0% | +43.7% | -40.7% | -9.9% |
| YTD | -16.7% | +57.4% | -74.1% | -29.3% |
| 1Y | -8.3% | +51.9% | -60.1% | -21.3% |
| 3Y | +112.8% | +125.4% | -12.6% | +59.5% |
| 5Y | -9.3% | +149.1% | -158.3% | -32.5% |
| 10Y | +3,003.4% | +135.4% | +2,868.0% | +2,688.0% |
| All | +3,003.4% | +136.6% | +2,866.8% | +2,688.0% |
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