+137.9%
ARMK vs NWSA
+144.0%
-6.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.3% | -3.1% | +3.4% | +1.8% |
| 30D | +2.4% | +4.3% | -1.9% | +0.3% |
| 3M | +6.1% | +9.2% | -3.2% | +1.0% |
| 6M | +41.8% | +21.6% | +20.2% | +27.7% |
| YTD | +55.5% | +14.2% | +41.3% | +43.9% |
| 1Y | +49.6% | +1.8% | +47.8% | +45.8% |
| 3Y | +122.8% | +44.4% | +78.3% | +80.4% |
| 5Y | +151.0% | +41.0% | +110.0% | +99.5% |
| 10Y | +137.9% | +150.0% | -12.1% | +34.6% |
| All | +137.9% | +144.0% | -6.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling