+1,449.6%
NET vs ARMK
+97.7%
+1,351.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -7.0% | -2.4% | -4.6% | -6.4% |
| 30D | -4.8% | 0.0% | -4.8% | -5.0% |
| 3M | +3.8% | +6.7% | -2.8% | +1.9% |
| 6M | +50.0% | +38.8% | +11.2% | +36.7% |
| YTD | +41.5% | +55.2% | -13.7% | +24.9% |
| 1Y | +32.8% | +46.6% | -13.8% | +18.8% |
| 3Y | +335.9% | +112.9% | +223.0% | +252.2% |
| 5Y | +113.8% | +144.0% | -30.1% | +71.0% |
| All | +1,449.6% | +97.7% | +1,351.9% | +1,349.3% |
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