+322.4%
NET vs ARMK
+91.2%
+231.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.1% |
| 7D | -16.4% | -5.8% | -10.5% | -14.5% |
| 30D | -25.8% | -5.3% | -20.6% | -24.5% |
| 3M | -11.5% | -6.7% | -4.8% | -9.8% |
| 6M | +18.9% | +17.4% | +1.6% | +11.0% |
| YTD | +35.2% | +43.0% | -7.8% | +15.5% |
| 1Y | +14.5% | +40.3% | -25.9% | -1.6% |
| All | +322.4% | +91.2% | +231.2% | +224.4% |
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