+3,569.5%
SHOP vs ARMK
+121.8%
+3,447.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +2.1% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | -10.3% | -5.2% | -5.1% | -8.8% |
| 3M | +1.0% | -6.5% | +7.5% | +2.9% |
| 6M | +41.2% | +15.3% | +26.0% | +33.4% |
| YTD | -7.5% | +43.6% | -51.1% | -19.0% |
| 1Y | -4.6% | +42.1% | -46.6% | -16.2% |
| 3Y | +146.4% | +94.0% | +52.4% | +93.9% |
| 5Y | -2.5% | +96.3% | -98.8% | -23.3% |
| All | +3,569.5% | +121.8% | +3,447.7% | +3,127.3% |
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