+111.3%
NI vs ARMK
+107.5%
+3.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.3% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | +11.3% | -0.4% | +11.7% | +11.2% |
| 3M | +6.5% | -2.0% | +8.4% | +6.6% |
| 6M | -2.3% | +22.0% | -24.2% | -6.4% |
| YTD | +10.8% | +49.6% | -38.8% | +1.5% |
| 1Y | +6.2% | +46.4% | -40.1% | -2.3% |
| 3Y | +98.7% | +103.2% | -4.6% | +67.2% |
| 5Y | +111.3% | +108.1% | +3.2% | +75.6% |
| All | +111.3% | +107.5% | +3.8% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling