+19.2%
NKE vs ARMK
+357.2%
-337.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -0.1% | +1.7% | -1.7% | -0.6% |
| 30D | -7.7% | +3.1% | -10.8% | -8.8% |
| 3M | -10.9% | +9.2% | -20.2% | -13.7% |
| 6M | -31.9% | +43.7% | -75.5% | -39.8% |
| YTD | -38.6% | +57.4% | -96.0% | -47.4% |
| 1Y | -46.9% | +51.9% | -98.8% | -54.1% |
| 3Y | -58.2% | +125.4% | -183.6% | -68.7% |
| 5Y | -74.0% | +149.1% | -223.1% | -81.3% |
| 10Y | -21.6% | +135.4% | -157.0% | -44.6% |
| All | +19.2% | +357.2% | -337.9% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling