+575.6%
NUE vs ARMK
+146.1%
+429.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.4% |
| 7D | -0.6% | +3.1% | -3.7% | -1.8% |
| 30D | -4.6% | -2.8% | -1.8% | -3.6% |
| 3M | -0.3% | +7.6% | -7.9% | -3.4% |
| 6M | +51.9% | +47.9% | +4.0% | +29.7% |
| YTD | +60.0% | +60.0% | 0.0% | +32.1% |
| 1Y | +82.9% | +52.2% | +30.7% | +53.7% |
| 3Y | +66.0% | +131.4% | -65.4% | +16.2% |
| 5Y | +149.0% | +163.2% | -14.3% | +64.5% |
| All | +575.6% | +146.1% | +429.6% | +366.1% |
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