+308.3%
NEM vs ARMK
+139.2%
+169.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | +3.1% | +0.3% | +2.7% | +3.0% |
| 30D | +10.0% | +2.4% | +7.6% | +9.7% |
| 3M | +30.9% | +6.1% | +24.8% | +30.1% |
| 6M | +10.5% | +41.8% | -31.2% | +7.0% |
| YTD | +29.7% | +55.5% | -25.8% | +24.6% |
| 1Y | +71.1% | +49.6% | +21.5% | +64.7% |
| 3Y | +252.1% | +122.8% | +129.3% | +228.0% |
| 5Y | +157.7% | +151.0% | +6.7% | +138.0% |
| All | +308.3% | +139.2% | +169.2% | +297.0% |
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