+278.3%
SHW vs ARMK
+136.6%
+141.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -11.6% | +3.1% | -14.7% | -12.5% |
| 3M | +9.1% | +9.2% | -0.1% | +6.2% |
| 6M | -0.7% | +43.7% | -44.3% | -10.8% |
| YTD | +1.4% | +57.4% | -56.0% | -11.5% |
| 1Y | -12.3% | +51.9% | -64.1% | -22.8% |
| 3Y | +23.4% | +125.4% | -102.0% | -4.4% |
| 5Y | +15.0% | +149.1% | -134.1% | -14.6% |
| 10Y | +278.3% | +135.4% | +142.8% | +171.3% |
| All | +278.3% | +136.6% | +141.6% | +171.3% |
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