+281.0%
ARMK vs NWSA
+74.5%
+206.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +2.8% | -12.2% | +15.0% | +8.3% |
| 30D | -1.8% | -8.7% | +6.9% | +1.5% |
| 3M | -10.9% | -6.0% | -4.9% | -9.3% |
| 6M | +21.2% | -0.3% | +21.6% | +19.4% |
| YTD | +47.0% | +3.5% | +43.5% | +41.6% |
| 1Y | +42.9% | +0.8% | +42.1% | +39.3% |
| 3Y | +95.0% | +31.1% | +63.9% | +66.5% |
| 5Y | +106.2% | +18.8% | +87.4% | +79.2% |
| 10Y | +131.6% | +147.9% | -16.3% | +41.3% |
| All | +281.0% | +74.5% | +206.5% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling