+504.4%
NOW vs ARMK
+131.1%
+373.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.7% | +7.1% | -8.8% | -3.4% |
| 30D | -27.4% | -1.6% | -25.7% | -27.2% |
| 3M | -19.4% | -10.5% | -8.9% | -17.4% |
| 6M | +13.1% | +11.8% | +1.3% | +9.1% |
| YTD | -34.3% | +47.3% | -81.5% | -41.6% |
| 1Y | -41.8% | +41.5% | -83.2% | -47.7% |
| 3Y | -20.7% | +95.3% | -116.0% | -35.5% |
| 5Y | -27.2% | +108.1% | -135.4% | -41.9% |
| All | +504.4% | +131.1% | +373.3% | +415.7% |
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