+131.1%
NTAP vs ARMK
+144.6%
-13.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -0.8% | -2.4% | +1.6% | +0.2% |
| 30D | -0.5% | 0.0% | -0.6% | -0.7% |
| 3M | +4.1% | +6.7% | -2.6% | +1.1% |
| 6M | +88.0% | +38.8% | +49.1% | +62.6% |
| YTD | +75.6% | +55.2% | +20.4% | +44.9% |
| 1Y | +58.9% | +46.6% | +12.3% | +34.1% |
| 3Y | +153.6% | +112.9% | +40.7% | +78.6% |
| All | +131.1% | +144.6% | -13.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling