+213.9%
NRG vs ARMK
+121.1%
+92.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.1% |
| 7D | +3.9% | +0.3% | +3.5% | +3.7% |
| 30D | -3.0% | +2.4% | -5.3% | -3.9% |
| 3M | -10.9% | +6.1% | -17.0% | -12.8% |
| 6M | -25.3% | +41.8% | -67.0% | -35.0% |
| YTD | -26.8% | +55.5% | -82.4% | -38.9% |
| 1Y | -23.3% | +49.6% | -72.9% | -35.1% |
| All | +213.9% | +121.1% | +92.7% | +133.5% |
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