+15,341.6%
NVDA vs ARMK
+137.5%
+15,204.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.5% |
| 7D | +3.8% | +1.7% | +2.1% | +3.2% |
| 30D | +0.8% | +3.1% | -2.3% | -0.6% |
| 3M | +8.2% | +9.2% | -1.0% | +4.3% |
| 6M | +27.1% | +43.7% | -16.6% | +10.1% |
| YTD | +21.2% | +57.4% | -36.2% | +1.1% |
| 1Y | +34.3% | +51.9% | -17.6% | +13.1% |
| 3Y | +396.3% | +125.4% | +270.9% | +255.8% |
| 5Y | +913.8% | +149.1% | +764.7% | +607.0% |
| All | +15,341.6% | +137.5% | +15,204.1% | +12,063.0% |
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