+95.6%
NTR vs ARMK
+105.9%
-10.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +3.8% | +1.7% | +2.2% | +3.3% |
| 30D | +25.2% | +3.1% | +22.1% | +23.8% |
| 3M | +21.0% | +9.2% | +11.8% | +17.3% |
| 6M | +7.6% | +43.7% | -36.1% | -5.0% |
| YTD | +32.9% | +57.4% | -24.5% | +13.7% |
| 1Y | +43.1% | +51.9% | -8.8% | +23.6% |
| 3Y | +41.6% | +125.4% | -83.8% | +4.4% |
| 5Y | +54.8% | +149.1% | -94.3% | +7.8% |
| All | +95.6% | +105.9% | -10.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling