+120.5%
SHOP vs ARMK
+114.7%
+5.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -5.1% | -2.4% | -2.7% | -3.9% |
| 30D | +0.6% | 0.0% | +0.6% | +0.2% |
| 3M | +25.0% | +6.7% | +18.4% | +20.4% |
| 6M | +11.9% | +38.8% | -26.9% | -7.7% |
| YTD | -9.9% | +55.2% | -65.0% | -30.2% |
| 1Y | 0.0% | +46.6% | -46.7% | -20.3% |
| All | +120.5% | +114.7% | +5.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling