+291.1%
NSC vs ARMK
+131.1%
+160.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.6% | +7.1% | -5.5% | -0.7% |
| 30D | +4.2% | -1.6% | +5.8% | +4.4% |
| 3M | -0.2% | -10.5% | +10.3% | +3.0% |
| 6M | +7.6% | +11.8% | -4.2% | +3.0% |
| YTD | +17.4% | +47.3% | -29.9% | +2.3% |
| 1Y | +18.3% | +41.5% | -23.2% | +4.4% |
| 3Y | +79.8% | +95.3% | -15.5% | +40.5% |
| 5Y | +34.3% | +108.1% | -73.8% | +1.0% |
| All | +291.1% | +131.1% | +160.0% | +188.5% |
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