+247.7%
NEM vs ARMK
+125.3%
+122.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | +3.9% | +1.7% | +2.2% | +3.4% |
| 30D | +12.7% | +3.1% | +9.6% | +11.7% |
| 3M | +28.7% | +9.2% | +19.4% | +25.6% |
| 6M | +9.8% | +43.7% | -33.9% | -0.5% |
| YTD | +28.1% | +57.4% | -29.3% | +13.7% |
| 1Y | +69.3% | +51.9% | +17.5% | +51.0% |
| 3Y | +247.7% | +125.4% | +122.3% | +173.0% |
| All | +247.7% | +125.3% | +122.4% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling