+37.2%
NEM vs ARMK
+44.7%
-7.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.2% | -3.9% |
| 7D | +11.6% | -0.7% | +12.3% | +11.7% |
| 30D | +1.8% | -1.3% | +3.1% | +2.1% |
| 3M | +2.5% | -2.5% | +5.0% | +3.0% |
| 6M | +3.4% | +20.8% | -17.4% | -4.8% |
| YTD | +20.9% | +48.2% | -27.3% | +4.3% |
| 1Y | +37.2% | +45.7% | -8.5% | +18.9% |
| All | +37.2% | +44.7% | -7.5% | +18.9% |
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