+8,434.7%
SHOP vs ARMK
+184.6%
+8,250.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.2% |
| 30D | +0.6% | 0.0% | +0.6% | +0.3% |
| 3M | +25.0% | +6.7% | +18.4% | +21.8% |
| 6M | +11.9% | +38.8% | -26.9% | -1.5% |
| YTD | -9.9% | +55.2% | -65.0% | -23.7% |
| 1Y | 0.0% | +46.6% | -46.7% | -13.8% |
| 3Y | +117.5% | +112.9% | +4.6% | +63.4% |
| 5Y | -6.6% | +144.0% | -150.6% | -31.4% |
| 10Y | +3,320.3% | +132.4% | +3,187.9% | +2,657.4% |
| All | +8,434.7% | +184.6% | +8,250.1% | +5,973.9% |
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 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