+568.6%
NTAP vs ARMK
+130.7%
+437.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.8% | +4.3% |
| 7D | -2.4% | +2.8% | -5.2% | -3.2% |
| 30D | -23.4% | -1.8% | -21.7% | -23.0% |
| 3M | -7.5% | -10.9% | +3.3% | -4.2% |
| 6M | +56.4% | +21.2% | +35.1% | +47.2% |
| YTD | +73.6% | +47.0% | +26.6% | +54.2% |
| 1Y | +68.4% | +42.9% | +25.5% | +50.7% |
| 3Y | +150.6% | +95.0% | +55.6% | +103.0% |
| 5Y | +122.5% | +106.2% | +16.2% | +75.1% |
| All | +568.6% | +130.7% | +437.9% | +486.2% |
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