+28.0%
NU vs ARMK
+121.4%
-93.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.7% |
| 7D | +9.9% | +2.7% | +7.2% | +8.0% |
| 30D | -11.5% | -1.5% | -10.0% | -11.4% |
| 3M | -5.1% | -11.6% | +6.5% | +2.0% |
| 6M | +3.1% | +6.7% | -3.6% | -2.8% |
| YTD | -21.0% | +47.4% | -68.4% | -41.8% |
| 1Y | -15.2% | +41.5% | -56.7% | -35.9% |
| 3Y | +56.4% | +95.5% | -39.1% | -14.8% |
| All | +28.0% | +121.4% | -93.5% | -41.8% |
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