+302.2%
ARMK vs NVMI
+4,104.5%
-3,802.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -2.2% |
| 7D | -2.4% | +6.6% | -9.0% | -4.0% |
| 30D | 0.0% | -7.5% | +7.5% | +1.7% |
| 3M | +6.7% | -28.5% | +35.2% | +13.6% |
| 6M | +38.8% | -15.7% | +54.6% | +40.1% |
| YTD | +55.2% | +13.3% | +41.9% | +44.0% |
| 1Y | +46.6% | +48.3% | -1.7% | +25.2% |
| 3Y | +112.9% | +191.2% | -78.4% | +37.0% |
| 5Y | +144.0% | +268.7% | -124.7% | +39.3% |
| 10Y | +132.4% | +3,034.8% | -2,902.4% | -28.9% |
| All | +302.2% | +4,104.5% | -3,802.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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