-61.1%
NKE vs ARMK
+96.4%
-157.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -4.6% | +7.1% | -11.7% | -6.0% |
| 30D | +6.9% | -1.6% | +8.5% | +7.1% |
| 3M | -5.8% | -10.5% | +4.7% | -3.5% |
| 6M | -9.1% | +11.8% | -20.9% | -12.5% |
| YTD | -39.2% | +47.3% | -86.4% | -46.3% |
| 1Y | -39.2% | +41.5% | -80.7% | -45.8% |
| All | -61.1% | +96.4% | -157.6% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling