+3,781.0%
SHOP vs ARMK
+131.4%
+3,649.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +2.7% | -3.9% | -2.1% |
| 30D | -14.7% | -1.5% | -13.3% | -14.4% |
| 3M | -7.2% | -11.6% | +4.3% | -3.5% |
| 6M | +54.2% | +6.7% | +47.4% | +50.1% |
| YTD | -8.6% | +47.4% | -56.0% | -20.7% |
| 1Y | +0.5% | +41.5% | -41.0% | -11.6% |
| 3Y | +135.9% | +95.5% | +40.4% | +85.1% |
| 5Y | -11.9% | +108.4% | -120.3% | -31.6% |
| All | +3,781.0% | +131.4% | +3,649.6% | +3,311.1% |
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