+159.2%
ARMK vs NTRS
+93.2%
+66.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.7% |
| 7D | +3.1% | +1.4% | +1.7% | +2.6% |
| 30D | -2.8% | -0.7% | -2.1% | -2.6% |
| 3M | +7.6% | +11.3% | -3.7% | +2.8% |
| 6M | +47.9% | +35.5% | +12.4% | +29.9% |
| YTD | +60.0% | +40.6% | +19.4% | +37.7% |
| 1Y | +52.2% | +49.2% | +3.0% | +27.4% |
| 3Y | +131.4% | +167.2% | -35.8% | +47.1% |
| All | +159.2% | +93.2% | +66.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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