-48.6%
NIO vs ARMK
+93.7%
-142.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.5% | +4.4% |
| 7D | +5.6% | -2.6% | +8.2% | +6.5% |
| 30D | -4.2% | -5.2% | +1.0% | -2.6% |
| 3M | -26.3% | -6.5% | -19.8% | -25.0% |
| 6M | -42.5% | +15.3% | -57.8% | -45.7% |
| YTD | -33.5% | +43.6% | -77.1% | -41.9% |
| 1Y | -52.7% | +42.1% | -94.7% | -58.5% |
| 3Y | -57.5% | +94.0% | -151.5% | -67.3% |
| 5Y | -92.0% | +96.3% | -188.2% | -93.9% |
| All | -48.6% | +93.7% | -142.3% | -45.4% |
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