+575.0%
SHW vs ARMK
+334.6%
+240.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.8% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +12.1% | -0.4% | +12.4% | +11.8% |
| 3M | -3.0% | -2.0% | -1.0% | -2.9% |
| 6M | +13.5% | +22.0% | -8.4% | +6.3% |
| YTD | +11.2% | +49.6% | -38.4% | -2.0% |
| 1Y | +6.2% | +46.4% | -40.1% | -5.8% |
| 3Y | +45.6% | +103.2% | -57.6% | +15.6% |
| 5Y | +15.6% | +108.1% | -92.5% | -10.2% |
| 10Y | +356.5% | +129.4% | +227.0% | +211.7% |
| All | +575.0% | +334.6% | +240.4% | +323.2% |
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