+590.2%
NTAP vs ARMK
+136.6%
+453.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +3.3% | +1.7% | +1.6% | +2.8% |
| 30D | -0.2% | +3.1% | -3.3% | -1.2% |
| 3M | +11.4% | +9.2% | +2.2% | +8.3% |
| 6M | +88.7% | +43.7% | +45.0% | +68.4% |
| YTD | +78.9% | +57.4% | +21.6% | +55.4% |
| 1Y | +58.8% | +51.9% | +7.0% | +39.3% |
| 3Y | +153.5% | +125.4% | +28.1% | +96.2% |
| 5Y | +136.7% | +149.1% | -12.4% | +76.4% |
| 10Y | +590.2% | +135.4% | +454.7% | +502.1% |
| All | +590.2% | +136.6% | +453.6% | +502.1% |
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 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