+379.9%
NEM vs ARMK
+130.7%
+249.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | +1.1% | -1.8% | +2.9% | +1.2% |
| 3M | +1.3% | -10.9% | +12.2% | +2.3% |
| 6M | -1.4% | +21.2% | -22.6% | -3.2% |
| YTD | +19.4% | +47.0% | -27.6% | +15.3% |
| 1Y | +32.9% | +42.9% | -9.9% | +28.7% |
| 3Y | +267.0% | +95.0% | +172.0% | +246.0% |
| 5Y | +131.0% | +106.2% | +24.8% | +116.3% |
| 10Y | +379.9% | +131.6% | +248.3% | +358.6% |
| All | +379.9% | +130.7% | +249.2% | +358.6% |
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