+300.2%
NEM vs ARMK
+138.5%
+161.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | +7.8% | -5.9% | +13.8% | +8.4% |
| 3M | +36.3% | +6.7% | +29.6% | +35.4% |
| 6M | +6.6% | +42.5% | -36.0% | +3.1% |
| YTD | +27.1% | +55.1% | -28.0% | +22.1% |
| 1Y | +62.3% | +50.3% | +12.0% | +56.2% |
| 3Y | +245.1% | +122.2% | +122.9% | +221.6% |
| 5Y | +154.0% | +155.2% | -1.2% | +134.4% |
| All | +300.2% | +138.5% | +161.6% | +289.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling