+73.5%
NEE vs ARMK
+101.3%
-27.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.6% |
| 7D | +2.2% | +0.9% | +1.2% | +2.0% |
| 30D | +12.3% | -0.4% | +12.6% | +12.1% |
| 3M | +3.4% | -2.0% | +5.4% | +3.5% |
| 6M | -5.3% | +22.0% | -27.3% | -8.7% |
| YTD | +10.6% | +49.6% | -39.1% | +2.7% |
| 1Y | +6.5% | +46.4% | -39.9% | -0.7% |
| 3Y | +73.5% | +103.2% | -29.7% | +56.7% |
| All | +73.5% | +101.3% | -27.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling