-99.2%
NVD vs ARMK
+114.0%
-213.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.8% |
| 30D | -9.3% | +2.4% | -11.6% | -7.7% |
| 3M | -22.1% | +6.1% | -28.1% | -18.5% |
| 6M | -45.8% | +41.8% | -87.6% | -28.1% |
| YTD | -46.7% | +55.5% | -102.3% | -23.4% |
| 1Y | -59.5% | +49.6% | -109.0% | -43.7% |
| 3Y | -99.2% | +122.8% | -221.9% | -98.3% |
| All | -99.2% | +114.0% | -213.2% | -98.3% |
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 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