+442.0%
NRG vs ARMK
+351.9%
+90.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | +3.9% | +0.3% | +3.5% | +3.7% |
| 30D | -3.0% | +2.4% | -5.3% | -3.8% |
| 3M | -10.9% | +6.1% | -17.0% | -12.7% |
| 6M | -25.3% | +41.8% | -67.0% | -33.9% |
| YTD | -26.8% | +55.5% | -82.4% | -37.5% |
| 1Y | -23.3% | +49.6% | -72.9% | -33.7% |
| 3Y | +208.6% | +122.8% | +85.8% | +130.7% |
| 5Y | +194.1% | +151.0% | +43.1% | +107.3% |
| 10Y | +1,123.6% | +137.9% | +985.6% | +700.9% |
| All | +442.0% | +351.9% | +90.2% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling