+52.2%
NTAP vs ARMK
+15.0%
+37.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.6% |
| 7D | -15.1% | -2.6% | -12.4% | -14.4% |
| 30D | -28.1% | -5.2% | -22.9% | -27.0% |
| 3M | -11.4% | -6.5% | -4.9% | -9.0% |
| 6M | +52.2% | +15.3% | +37.0% | +65.9% |
| All | +52.2% | +15.0% | +37.2% | +65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling