+253.2%
NEE vs ARMK
+134.7%
+118.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -0.5% | +0.3% | -0.9% | -0.6% |
| 30D | -1.7% | +2.4% | -4.0% | -2.1% |
| 3M | -1.8% | +6.1% | -7.9% | -2.9% |
| 6M | -8.8% | +41.8% | -50.6% | -14.1% |
| YTD | +5.2% | +55.5% | -50.3% | -2.5% |
| 1Y | +21.3% | +49.6% | -28.2% | +13.1% |
| 3Y | +35.2% | +122.8% | -87.6% | +17.1% |
| 5Y | +10.1% | +151.0% | -140.9% | -7.3% |
| 10Y | +253.2% | +138.0% | +115.3% | +196.2% |
| All | +253.2% | +134.7% | +118.5% | +196.2% |
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