+7,836.4%
NVDA vs ARMK
+131.4%
+7,705.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -12.7% | +2.7% | -15.4% | -13.7% |
| 30D | -26.4% | -1.5% | -24.9% | -26.0% |
| 3M | -27.6% | -11.6% | -16.1% | -24.4% |
| 6M | -27.7% | +6.7% | -34.5% | -29.8% |
| YTD | -12.5% | +47.4% | -59.9% | -25.2% |
| 1Y | -12.6% | +41.5% | -54.1% | -24.3% |
| 3Y | +235.9% | +95.5% | +140.4% | +154.2% |
| 5Y | +438.2% | +108.4% | +329.8% | +298.0% |
| All | +7,836.4% | +131.4% | +7,705.1% | +6,164.6% |
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 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