+74.0%
NTR vs ARMK
+92.9%
-18.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | +2.7% | -3.0% | -1.2% |
| 30D | +2.0% | -1.5% | +3.4% | +2.0% |
| 3M | +6.4% | -11.6% | +18.0% | +10.0% |
| 6M | +1.6% | +6.7% | -5.1% | -1.3% |
| YTD | +18.2% | +47.4% | -29.2% | +2.8% |
| 1Y | +23.9% | +41.5% | -17.5% | +9.2% |
| 3Y | +44.7% | +95.5% | -50.9% | +11.4% |
| 5Y | +21.3% | +108.4% | -87.1% | -10.5% |
| All | +74.0% | +92.9% | -18.8% | +30.6% |
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