+298.3%
NSC vs ARMK
+125.8%
+172.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +3.6% | -1.3% | +4.9% | +3.8% |
| 3M | -1.4% | -2.5% | +1.1% | -1.2% |
| 6M | +6.0% | +20.8% | -14.8% | -1.2% |
| YTD | +15.5% | +48.2% | -32.7% | +0.5% |
| 1Y | +16.2% | +45.7% | -29.5% | +1.6% |
| 3Y | +76.9% | +96.6% | -19.6% | +38.0% |
| 5Y | +29.3% | +106.6% | -77.3% | -2.6% |
| 10Y | +298.3% | +132.6% | +165.7% | +193.3% |
| All | +298.3% | +125.8% | +172.5% | +193.3% |
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