-12.5%
NKE vs ARMK
+131.4%
-143.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.6% | +2.7% | -4.2% | -2.3% |
| 30D | +7.6% | -1.5% | +9.1% | +7.8% |
| 3M | -6.9% | -11.6% | +4.7% | -3.8% |
| 6M | -8.5% | +6.7% | -15.3% | -11.0% |
| YTD | -38.8% | +47.4% | -86.2% | -46.5% |
| 1Y | -40.6% | +41.5% | -82.1% | -47.4% |
| 3Y | -60.9% | +95.5% | -156.5% | -69.3% |
| 5Y | -75.4% | +108.4% | -183.8% | -81.2% |
| All | -12.5% | +131.4% | -143.9% | -33.9% |
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