-42.4%
NIO vs ARMK
+109.3%
-151.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -13.0% | -2.4% | -10.6% | -12.3% |
| 30D | -18.3% | 0.0% | -18.3% | -18.5% |
| 3M | -33.2% | +6.7% | -39.9% | -35.0% |
| 6M | -21.5% | +38.8% | -60.3% | -30.3% |
| YTD | -25.5% | +55.2% | -80.7% | -36.5% |
| 1Y | -38.0% | +46.6% | -84.6% | -46.3% |
| 3Y | -65.5% | +112.9% | -178.4% | -74.2% |
| 5Y | -90.6% | +144.0% | -234.6% | -93.2% |
| All | -42.4% | +109.3% | -151.7% | -40.3% |
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