+135.9%
SHOP vs ARMK
+96.6%
+39.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +2.7% | -3.9% | -2.4% |
| 30D | -14.7% | -1.5% | -13.3% | -14.4% |
| 3M | -7.2% | -11.6% | +4.3% | -2.1% |
| 6M | +54.2% | +6.7% | +47.4% | +48.2% |
| YTD | -8.6% | +47.4% | -56.0% | -26.3% |
| 1Y | +0.5% | +41.5% | -41.0% | -17.3% |
| 3Y | +135.9% | +95.5% | +40.4% | +77.7% |
| All | +135.9% | +96.6% | +39.3% | +77.7% |
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