+125.4%
ARMK vs NWSA
+44.8%
+80.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +1.7% | -2.6% | +4.3% | +2.7% |
| 30D | +3.1% | +4.6% | -1.4% | +1.4% |
| 3M | +9.2% | +10.2% | -1.0% | +4.8% |
| 6M | +43.7% | +21.6% | +22.0% | +31.5% |
| YTD | +57.4% | +14.6% | +42.7% | +47.2% |
| 1Y | +51.9% | +0.4% | +51.5% | +50.8% |
| 3Y | +125.4% | +45.0% | +80.4% | +88.8% |
| All | +125.4% | +44.8% | +80.6% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling