+358.5%
NRG vs ARMK
+328.3%
+30.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.0% | +2.7% | +7.3% | +9.1% |
| 30D | -3.2% | -1.5% | -1.8% | -2.4% |
| 3M | -18.5% | -11.6% | -7.0% | -14.7% |
| 6M | -25.3% | +6.7% | -32.0% | -26.7% |
| YTD | -38.1% | +47.4% | -85.5% | -45.9% |
| 1Y | -40.7% | +41.5% | -82.2% | -47.5% |
| 3Y | +121.8% | +95.5% | +26.2% | +74.1% |
| 5Y | +209.2% | +108.4% | +100.9% | +133.3% |
| 10Y | +981.4% | +132.3% | +849.1% | +616.6% |
| All | +358.5% | +328.3% | +30.2% | +185.9% |
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