+2,650.8%
NTRA vs ARMK
+131.4%
+2,519.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | +2.7% | 0.0% | +1.4% |
| 30D | -19.2% | -1.5% | -17.7% | -18.9% |
| 3M | +2.7% | -11.6% | +14.2% | +8.2% |
| 6M | +63.4% | +6.7% | +56.6% | +55.8% |
| YTD | +39.3% | +47.4% | -8.1% | +12.2% |
| 1Y | +59.0% | +41.5% | +17.5% | +30.5% |
| 3Y | +557.4% | +95.5% | +461.8% | +347.3% |
| 5Y | +177.4% | +108.4% | +69.0% | +78.9% |
| All | +2,650.8% | +131.4% | +2,519.4% | +1,297.3% |
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