+397.1%
NSC vs ARMK
+350.8%
+46.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -5.5% | -2.4% | -3.1% | -4.8% |
| 30D | -3.2% | 0.0% | -3.2% | -3.4% |
| 3M | +7.7% | +6.7% | +1.0% | +5.2% |
| 6M | +4.5% | +38.8% | -34.3% | -6.6% |
| YTD | +15.6% | +55.2% | -39.6% | -0.6% |
| 1Y | +19.8% | +46.6% | -26.8% | +4.8% |
| 3Y | +70.1% | +112.9% | -42.8% | +29.8% |
| 5Y | +46.1% | +144.0% | -97.8% | +4.6% |
| 10Y | +328.1% | +132.4% | +195.7% | +200.9% |
| All | +397.1% | +350.8% | +46.2% | +200.1% |
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