+302.2%
ARMK vs NWSA
+97.0%
+205.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | 0.0% | +4.6% | -4.6% | -2.0% |
| 3M | +6.7% | +13.2% | -6.6% | +0.4% |
| 6M | +38.8% | +27.0% | +11.8% | +23.6% |
| YTD | +55.2% | +16.8% | +38.3% | +43.0% |
| 1Y | +46.6% | +4.5% | +42.1% | +41.5% |
| 3Y | +112.9% | +46.2% | +66.7% | +74.7% |
| 5Y | +144.0% | +40.9% | +103.0% | +98.2% |
| 10Y | +132.4% | +145.1% | -12.7% | +40.4% |
| All | +302.2% | +97.0% | +205.2% | +157.4% |
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