+47.0%
NOK vs ARMK
+328.3%
-281.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.4% | +2.7% | +2.7% | +4.6% |
| 30D | -14.1% | -1.5% | -12.7% | -13.5% |
| 3M | -23.6% | -11.6% | -12.0% | -20.8% |
| 6M | -45.1% | +6.7% | -51.9% | -45.9% |
| YTD | +24.7% | +47.4% | -22.7% | +13.1% |
| 1Y | +19.0% | +41.5% | -22.5% | +9.0% |
| 3Y | +147.0% | +95.5% | +51.5% | +104.6% |
| 5Y | +58.2% | +108.4% | -50.2% | +27.5% |
| 10Y | +122.3% | +132.3% | -10.0% | +64.4% |
| All | +47.0% | +328.3% | -281.3% | +0.2% |
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