+15.0%
SHW vs ARMK
+148.1%
-133.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | +9.1% | +9.2% | -0.1% | +5.8% |
| 6M | -0.7% | +43.7% | -44.3% | -12.3% |
| YTD | +1.4% | +57.4% | -56.0% | -13.3% |
| 1Y | -12.3% | +51.9% | -64.1% | -24.3% |
| 3Y | +23.4% | +125.4% | -102.0% | -8.7% |
| 5Y | +15.0% | +149.1% | -134.1% | -19.0% |
| All | +15.0% | +148.1% | -133.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling