+146.9%
NEM vs ARMK
+108.4%
+38.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.7% |
| 7D | +14.7% | +0.9% | +13.8% | +14.3% |
| 30D | +6.2% | -0.4% | +6.6% | +6.2% |
| 3M | +11.0% | -2.0% | +13.0% | +11.2% |
| 6M | +7.9% | +22.0% | -14.1% | +3.0% |
| YTD | +26.2% | +49.6% | -23.5% | +15.7% |
| 1Y | +51.5% | +46.4% | +5.1% | +39.5% |
| 3Y | +290.6% | +103.2% | +187.4% | +234.7% |
| All | +146.9% | +108.4% | +38.5% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling