+71.1%
NEM vs ARMK
+48.9%
+22.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +3.1% | +0.3% | +2.7% | +3.0% |
| 30D | +10.0% | +2.4% | +7.6% | +9.4% |
| 3M | +30.9% | +6.1% | +24.8% | +29.0% |
| 6M | +10.5% | +41.8% | -31.2% | +2.0% |
| YTD | +29.7% | +55.5% | -25.8% | +22.8% |
| 1Y | +71.1% | +49.6% | +21.5% | +58.0% |
| All | +71.1% | +48.9% | +22.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling