+10.9%
NEE vs ARMK
+148.1%
-137.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | -0.2% | +3.1% | -3.3% | -0.9% |
| 3M | +0.5% | +9.2% | -8.7% | -1.4% |
| 6M | -6.5% | +43.7% | -50.2% | -13.5% |
| YTD | +6.7% | +57.4% | -50.7% | -3.4% |
| 1Y | +23.6% | +51.9% | -28.3% | +12.6% |
| 3Y | +37.1% | +125.4% | -88.3% | +12.3% |
| 5Y | +10.9% | +149.1% | -138.2% | -12.8% |
| All | +10.9% | +148.1% | -137.2% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling