-24.0%
NKE vs ARMK
+146.1%
-170.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.5% |
| 7D | -4.2% | +3.1% | -7.3% | -5.1% |
| 30D | -8.2% | -2.8% | -5.4% | -7.5% |
| 3M | -19.1% | +7.6% | -26.7% | -21.2% |
| 6M | -32.6% | +47.9% | -80.5% | -40.9% |
| YTD | -40.7% | +60.0% | -100.7% | -49.3% |
| 1Y | -48.9% | +52.2% | -101.1% | -55.6% |
| 3Y | -59.2% | +131.4% | -190.6% | -69.5% |
| 5Y | -75.3% | +163.2% | -238.6% | -82.3% |
| All | -24.0% | +146.1% | -170.1% | -44.1% |
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