-48.9%
NKE vs ARMK
+54.5%
-103.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.1% |
| 7D | -4.2% | +3.1% | -7.3% | -4.7% |
| 30D | -8.2% | -2.8% | -5.4% | -7.8% |
| 3M | -19.1% | +7.6% | -26.7% | -20.5% |
| 6M | -32.6% | +47.9% | -80.5% | -39.3% |
| YTD | -40.7% | +60.0% | -100.7% | -48.7% |
| 1Y | -48.9% | +52.2% | -101.1% | -54.5% |
| All | -48.9% | +54.5% | -103.4% | -54.5% |
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