+529.3%
SHW vs ARMK
+350.8%
+178.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -3.2% | -2.4% | -0.8% | -2.6% |
| 30D | -9.5% | 0.0% | -9.5% | -9.7% |
| 3M | +11.5% | +6.7% | +4.8% | +9.2% |
| 6M | -3.5% | +38.8% | -42.4% | -12.7% |
| YTD | +3.7% | +55.2% | -51.5% | -9.2% |
| 1Y | -7.9% | +46.6% | -54.5% | -18.2% |
| 3Y | +24.7% | +112.9% | -88.2% | -2.1% |
| 5Y | +13.6% | +144.0% | -130.4% | -15.5% |
| 10Y | +283.0% | +132.4% | +150.5% | +161.9% |
| All | +529.3% | +350.8% | +178.5% | +291.7% |
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