+687.9%
NFLX vs ARMK
+134.7%
+553.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | -0.3% | +2.4% | -2.7% | -0.9% |
| 3M | -6.6% | +6.1% | -12.7% | -7.9% |
| 6M | -22.7% | +41.8% | -64.4% | -28.2% |
| YTD | -18.9% | +55.5% | -74.4% | -26.2% |
| 1Y | -39.8% | +49.6% | -89.4% | -44.9% |
| 3Y | +71.7% | +122.8% | -51.1% | +43.5% |
| 5Y | +27.2% | +151.0% | -123.8% | +4.4% |
| 10Y | +687.9% | +137.9% | +549.9% | +614.2% |
| All | +687.9% | +134.7% | +553.1% | +614.2% |
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