-47.4%
NKE vs ARMK
+47.4%
-94.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.0% | -2.4% | +0.4% | -1.6% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -11.0% | +6.7% | -17.7% | -12.6% |
| 6M | -33.2% | +38.8% | -72.0% | -38.6% |
| YTD | -38.1% | +55.2% | -93.3% | -46.0% |
| 1Y | -47.4% | +46.6% | -94.0% | -52.7% |
| All | -47.4% | +47.4% | -94.8% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling