+284.0%
ARMK vs NWSA
+73.1%
+211.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -0.7% | -9.7% | +9.0% | +3.2% |
| 30D | -1.3% | -8.6% | +7.3% | +1.9% |
| 3M | -2.5% | -6.3% | +3.8% | -0.6% |
| 6M | +20.8% | -1.2% | +22.0% | +19.4% |
| YTD | +48.2% | +2.6% | +45.5% | +43.3% |
| 1Y | +45.7% | 0.0% | +45.7% | +42.5% |
| 3Y | +96.6% | +30.1% | +66.5% | +68.5% |
| 5Y | +106.6% | +18.3% | +88.3% | +79.8% |
| 10Y | +132.6% | +149.3% | -16.8% | +41.9% |
| All | +284.0% | +73.1% | +211.0% | +157.8% |
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 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