+2,672.5%
NVDL vs ARMK
+93.4%
+2,579.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.9% |
| 7D | +7.3% | +1.7% | +5.6% | +6.1% |
| 30D | -0.7% | +3.1% | -3.8% | -3.1% |
| 3M | +9.5% | +9.2% | +0.2% | +2.4% |
| 6M | +41.6% | +43.7% | -2.1% | +10.2% |
| YTD | +23.3% | +57.4% | -34.0% | -10.4% |
| 1Y | +40.3% | +51.9% | -11.6% | +3.4% |
| 3Y | +692.2% | +125.4% | +566.8% | +382.2% |
| All | +2,672.5% | +93.4% | +2,579.1% | +1,549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling