+8,659.4%
SHOP vs ARMK
+163.4%
+8,496.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +2.0% |
| 7D | -5.4% | -2.6% | -2.8% | -4.6% |
| 30D | -10.3% | -5.2% | -5.1% | -8.7% |
| 3M | +1.0% | -6.5% | +7.5% | +3.0% |
| 6M | +41.2% | +15.3% | +26.0% | +32.9% |
| YTD | -7.5% | +43.6% | -51.1% | -19.7% |
| 1Y | -4.6% | +42.1% | -46.6% | -16.9% |
| 3Y | +146.4% | +94.0% | +52.4% | +90.7% |
| 5Y | -2.5% | +96.3% | -98.8% | -24.3% |
| 10Y | +3,703.6% | +126.7% | +3,576.9% | +2,918.8% |
| All | +8,659.4% | +163.4% | +8,496.0% | +6,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling