+90.2%
NTR vs ARMK
+109.3%
-19.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.5% | -1.4% |
| 7D | -1.3% | +3.1% | -4.4% | -2.3% |
| 30D | +16.8% | -2.8% | +19.6% | +17.7% |
| 3M | +20.7% | +7.6% | +13.2% | +17.7% |
| 6M | +0.5% | +47.9% | -47.4% | -12.0% |
| YTD | +29.2% | +60.0% | -30.8% | +9.9% |
| 1Y | +39.6% | +52.2% | -12.6% | +20.5% |
| 3Y | +37.9% | +131.4% | -93.5% | +0.8% |
| 5Y | +47.1% | +163.2% | -116.2% | +0.6% |
| All | +90.2% | +109.3% | -19.2% | +39.6% |
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