+45.2%
NU vs ARMK
+133.6%
-88.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.4% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +8.2% | +2.4% | +5.9% | +6.2% |
| 3M | +26.3% | +6.1% | +20.2% | +20.9% |
| 6M | +2.2% | +41.8% | -39.5% | -20.8% |
| YTD | -10.4% | +55.5% | -65.9% | -35.7% |
| 1Y | -3.0% | +49.6% | -52.6% | -28.8% |
| 3Y | +120.3% | +122.8% | -2.5% | +7.6% |
| All | +45.2% | +133.6% | -88.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling