+616.0%
NEM vs ARMK
+350.8%
+265.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | +23.1% | 0.0% | +23.1% | +23.0% |
| 3M | +18.5% | +6.7% | +11.8% | +17.9% |
| 6M | +7.8% | +38.8% | -31.0% | +5.0% |
| YTD | +29.1% | +55.2% | -26.1% | +24.8% |
| 1Y | +72.7% | +46.6% | +26.1% | +67.5% |
| 3Y | +248.7% | +112.9% | +135.8% | +229.8% |
| 5Y | +148.7% | +144.0% | +4.7% | +133.5% |
| 10Y | +304.8% | +132.4% | +172.3% | +276.4% |
| All | +616.0% | +350.8% | +265.2% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling