-75.5%
NKE vs ARMK
+147.8%
-223.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -10.4% | -5.9% | -4.5% | -8.3% |
| 3M | -15.8% | +6.7% | -22.5% | -18.4% |
| 6M | -33.4% | +42.5% | -76.0% | -43.4% |
| YTD | -41.0% | +55.1% | -96.1% | -51.8% |
| 1Y | -49.1% | +50.3% | -99.4% | -57.9% |
| 3Y | -59.8% | +122.2% | -182.0% | -73.7% |
| 5Y | -75.5% | +155.2% | -230.6% | -85.1% |
| All | -75.5% | +147.8% | -223.3% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling