+299.9%
NSC vs ARMK
+130.7%
+169.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -3.5% | +2.8% | -6.3% | -4.5% |
| 30D | +3.9% | -1.8% | +5.7% | +4.2% |
| 3M | -0.8% | -10.9% | +10.1% | +2.5% |
| 6M | +7.1% | +21.2% | -14.1% | -0.3% |
| YTD | +16.4% | +47.0% | -30.6% | +1.6% |
| 1Y | +16.9% | +42.9% | -26.0% | +2.8% |
| 3Y | +78.4% | +95.0% | -16.6% | +39.4% |
| 5Y | +33.1% | +106.2% | -73.1% | +0.3% |
| 10Y | +299.9% | +131.6% | +168.3% | +195.2% |
| All | +299.9% | +130.7% | +169.2% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling