-48.3%
NIO vs ARMK
+101.8%
-150.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.8% |
| 7D | +6.9% | +0.9% | +6.0% | +6.5% |
| 30D | -4.7% | -0.4% | -4.4% | -4.8% |
| 3M | -28.1% | -2.0% | -26.1% | -28.0% |
| 6M | -41.7% | +22.0% | -63.7% | -46.0% |
| YTD | -33.1% | +49.6% | -82.7% | -42.4% |
| 1Y | -50.3% | +46.4% | -96.6% | -56.9% |
| 3Y | -54.4% | +103.2% | -157.6% | -65.5% |
| 5Y | -91.6% | +108.1% | -199.7% | -93.7% |
| All | -48.3% | +101.8% | -150.1% | -45.9% |
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