-27.3%
NRG vs ARMK
+54.5%
-81.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.7% |
| 7D | -4.7% | +3.1% | -7.8% | -5.5% |
| 30D | -6.0% | -2.8% | -3.2% | -5.1% |
| 3M | -8.0% | +7.6% | -15.5% | -9.3% |
| 6M | -23.2% | +47.9% | -71.1% | -29.2% |
| YTD | -28.1% | +60.0% | -88.1% | -33.8% |
| 1Y | -27.3% | +52.2% | -79.5% | -31.7% |
| All | -27.3% | +54.5% | -81.8% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling