+24.4%
NSC vs ARMK
+96.3%
-71.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.5% | -7.3% | -4.3% |
| 7D | -6.6% | -2.6% | -4.0% | -5.9% |
| 30D | +2.2% | -5.2% | +7.3% | +3.7% |
| 3M | -6.2% | -6.5% | +0.3% | -4.6% |
| 6M | +1.7% | +15.3% | -13.6% | -4.4% |
| YTD | +12.2% | +43.6% | -31.4% | -2.8% |
| 1Y | +15.4% | +42.1% | -26.6% | +0.2% |
| 3Y | +73.3% | +94.0% | -20.7% | +30.8% |
| All | +24.4% | +96.3% | -71.9% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling