-16.3%
NOW vs ARMK
+91.9%
-108.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.3% |
| 7D | -3.0% | -2.6% | -0.4% | -2.5% |
| 30D | -26.0% | -5.2% | -20.8% | -25.3% |
| 3M | -13.1% | -6.5% | -6.6% | -12.3% |
| 6M | +14.5% | +15.3% | -0.8% | +9.2% |
| YTD | -33.4% | +43.6% | -77.0% | -41.5% |
| 1Y | -40.6% | +42.1% | -82.7% | -47.6% |
| 3Y | -16.3% | +94.0% | -110.3% | -30.2% |
| All | -16.3% | +91.9% | -108.3% | -30.2% |
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 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