+1,065.2%
NRG vs ARMK
+146.1%
+919.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.5% |
| 7D | -4.7% | +3.1% | -7.8% | -5.7% |
| 30D | -6.0% | -2.8% | -3.2% | -5.0% |
| 3M | -8.0% | +7.6% | -15.5% | -10.3% |
| 6M | -23.2% | +47.9% | -71.1% | -33.1% |
| YTD | -28.1% | +60.0% | -88.1% | -39.3% |
| 1Y | -27.3% | +52.2% | -79.5% | -37.7% |
| 3Y | +208.7% | +131.4% | +77.2% | +126.5% |
| 5Y | +197.7% | +163.2% | +34.4% | +105.0% |
| All | +1,065.2% | +146.1% | +919.1% | +697.2% |
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 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