+404.6%
NI vs ARMK
+350.8%
+53.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +2.0% | -2.4% | +4.4% | +2.5% |
| 30D | -3.5% | 0.0% | -3.6% | -3.6% |
| 3M | -9.1% | +6.7% | -15.8% | -10.3% |
| 6M | -11.8% | +38.8% | -50.7% | -17.4% |
| YTD | +1.1% | +55.2% | -54.1% | -7.4% |
| 1Y | +6.7% | +46.6% | -39.9% | -1.4% |
| 3Y | +71.1% | +112.9% | -41.8% | +45.4% |
| 5Y | +94.3% | +144.0% | -49.7% | +58.6% |
| 10Y | +135.8% | +132.4% | +3.4% | +89.6% |
| All | +404.6% | +350.8% | +53.8% | +273.7% |
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