+183.7%
NOK vs ARMK
+125.3%
+58.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.8% |
| 7D | +7.3% | +1.7% | +5.6% | +6.8% |
| 30D | +13.8% | +3.1% | +10.7% | +12.9% |
| 3M | -27.0% | +9.2% | -36.2% | -28.6% |
| 6M | +37.6% | +43.7% | -6.1% | +26.0% |
| YTD | +64.6% | +57.4% | +7.2% | +47.8% |
| 1Y | +132.0% | +51.9% | +80.2% | +109.1% |
| 3Y | +183.7% | +125.4% | +58.3% | +116.6% |
| All | +183.7% | +125.3% | +58.4% | +116.6% |
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