+2,490.2%
NVDL vs ARMK
+96.7%
+2,393.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -2.1% |
| 7D | -10.3% | +3.1% | -13.4% | -12.1% |
| 30D | -7.1% | -2.8% | -4.3% | -5.6% |
| 3M | +6.6% | +7.6% | -1.0% | +0.7% |
| 6M | +21.1% | +47.9% | -26.8% | -7.5% |
| YTD | +15.2% | +60.0% | -44.8% | -17.2% |
| 1Y | +18.8% | +52.2% | -33.4% | -12.3% |
| 3Y | +649.9% | +131.4% | +518.5% | +350.0% |
| All | +2,490.2% | +96.7% | +2,393.5% | +1,424.7% |
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