+78.6%
NSC vs ARMK
+101.3%
-22.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.6% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | +2.9% | -0.4% | +3.3% | +2.8% |
| 3M | -2.2% | -2.0% | -0.2% | -2.1% |
| 6M | +5.3% | +22.0% | -16.7% | -2.2% |
| YTD | +14.8% | +49.6% | -34.8% | -0.6% |
| 1Y | +16.6% | +46.4% | -29.8% | +1.5% |
| 3Y | +78.6% | +103.2% | -24.6% | +39.5% |
| All | +78.6% | +101.3% | -22.7% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling