+314.7%
ARMK vs NTRS
+357.4%
-42.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.6% |
| 7D | +3.1% | +1.4% | +1.7% | +2.4% |
| 30D | -2.8% | -0.7% | -2.1% | -2.5% |
| 3M | +7.6% | +11.3% | -3.7% | +1.5% |
| 6M | +47.9% | +35.5% | +12.4% | +25.7% |
| YTD | +60.0% | +40.6% | +19.4% | +32.7% |
| 1Y | +52.2% | +49.2% | +3.0% | +22.0% |
| 3Y | +131.4% | +167.2% | -35.8% | +32.3% |
| 5Y | +163.2% | +94.9% | +68.3% | +72.8% |
| 10Y | +144.8% | +259.5% | -114.7% | +18.6% |
| All | +314.7% | +357.4% | -42.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling