+129.8%
NOK vs ARMK
+134.7%
-4.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +9.3% | +0.3% | +9.0% | +9.3% |
| 30D | +17.9% | +2.4% | +15.5% | +17.1% |
| 3M | -22.3% | +6.1% | -28.4% | -23.5% |
| 6M | +36.4% | +41.8% | -5.4% | +24.7% |
| YTD | +66.3% | +55.5% | +10.8% | +48.4% |
| 1Y | +134.4% | +49.6% | +84.8% | +110.6% |
| 3Y | +186.6% | +122.8% | +63.8% | +129.3% |
| 5Y | +102.7% | +151.0% | -48.3% | +56.3% |
| 10Y | +129.8% | +138.0% | -8.1% | +68.1% |
| All | +129.8% | +134.7% | -4.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling