+201.0%
NRG vs ARMK
+106.7%
+94.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.0% | +2.7% | +7.3% | +8.9% |
| 30D | -3.2% | -1.5% | -1.8% | -2.3% |
| 3M | -18.5% | -11.6% | -7.0% | -14.1% |
| 6M | -25.3% | +6.7% | -32.0% | -26.9% |
| YTD | -38.1% | +47.4% | -85.5% | -47.1% |
| 1Y | -40.7% | +41.5% | -82.2% | -48.5% |
| 3Y | +121.8% | +95.5% | +26.2% | +67.3% |
| All | +201.0% | +106.7% | +94.3% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling