+576.6%
NTAP vs ARMK
+131.1%
+445.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +2.8% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -25.8% | -0.4% | -25.4% | -25.6% |
| 3M | -6.9% | -2.0% | -4.9% | -6.4% |
| 6M | +50.0% | +22.0% | +28.0% | +41.0% |
| YTD | +66.9% | +49.6% | +17.3% | +47.5% |
| 1Y | +58.3% | +46.4% | +11.9% | +40.6% |
| 3Y | +145.1% | +103.2% | +41.9% | +96.2% |
| 5Y | +114.2% | +108.1% | +6.1% | +68.1% |
| 10Y | +576.6% | +129.4% | +447.1% | +492.2% |
| All | +576.6% | +131.1% | +445.4% | +492.2% |
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