+423.4%
NFLX vs ARMK
+131.1%
+292.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | 0.0% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | -9.0% | -0.4% | -8.7% | -9.2% |
| 3M | -13.7% | -2.0% | -11.8% | -13.8% |
| 6M | -26.9% | +22.0% | -48.9% | -30.2% |
| YTD | -31.8% | +49.6% | -81.4% | -37.6% |
| 1Y | -42.1% | +46.4% | -88.4% | -46.8% |
| 3Y | +47.0% | +103.2% | -56.3% | +25.0% |
| 5Y | -2.5% | +108.1% | -110.6% | -18.2% |
| 10Y | +423.4% | +129.4% | +293.9% | +372.6% |
| All | +423.4% | +131.1% | +292.3% | +372.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling