+396.8%
NSC vs ARMK
+299.4%
+97.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.1% |
| 7D | -3.8% | -10.2% | +6.4% | -0.5% |
| 30D | +4.1% | -9.3% | +13.4% | +7.2% |
| 3M | -3.3% | -11.4% | +8.1% | +0.1% |
| 6M | +5.9% | +11.6% | -5.7% | +1.3% |
| YTD | +15.5% | +37.5% | -22.0% | +3.1% |
| 1Y | +19.3% | +34.9% | -15.6% | +7.0% |
| 3Y | +79.0% | +83.4% | -4.4% | +43.0% |
| 5Y | +28.3% | +87.9% | -59.6% | -0.2% |
| 10Y | +336.8% | +117.0% | +219.8% | +213.2% |
| All | +396.8% | +299.4% | +97.4% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling