-50.3%
NIO vs ARMK
+99.9%
-150.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -8.4% | -1.3% | -7.1% | -8.1% |
| 3M | -32.0% | -2.5% | -29.5% | -31.7% |
| 6M | -43.9% | +20.8% | -64.7% | -47.9% |
| YTD | -35.7% | +48.2% | -83.9% | -44.4% |
| 1Y | -51.1% | +45.7% | -96.9% | -57.6% |
| 3Y | -54.7% | +96.6% | -151.3% | -65.3% |
| 5Y | -91.7% | +106.6% | -198.3% | -93.7% |
| All | -50.3% | +99.9% | -150.2% | -47.8% |
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