+284.2%
NEE vs ARMK
+131.4%
+152.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | +8.6% | -1.5% | +10.1% | +8.6% |
| 3M | -0.3% | -11.6% | +11.3% | +1.4% |
| 6M | -8.9% | +6.7% | -15.7% | -10.2% |
| YTD | +8.3% | +47.4% | -39.1% | +1.2% |
| 1Y | +4.3% | +41.5% | -37.2% | -2.1% |
| 3Y | +70.7% | +95.5% | -24.8% | +50.9% |
| 5Y | +12.8% | +108.4% | -95.6% | -2.4% |
| All | +284.2% | +131.4% | +152.8% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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