+489.9%
NOC vs ARMK
+350.8%
+139.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -5.2% | -2.4% | -2.8% | -4.8% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -5.1% | +6.7% | -11.8% | -6.1% |
| 6M | -31.1% | +38.8% | -69.9% | -34.5% |
| YTD | -8.6% | +55.2% | -63.8% | -14.7% |
| 1Y | -9.7% | +46.6% | -56.3% | -15.1% |
| 3Y | +24.3% | +112.9% | -88.6% | +9.1% |
| 5Y | +52.6% | +144.0% | -91.3% | +29.2% |
| 10Y | +183.6% | +132.4% | +51.2% | +157.9% |
| All | +489.9% | +350.8% | +139.1% | +367.3% |
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