+136.0%
NVO vs ARMK
+146.1%
-10.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.5% |
| 7D | -7.6% | +3.1% | -10.7% | -7.9% |
| 30D | -6.0% | -2.8% | -3.2% | -5.7% |
| 3M | -0.8% | +7.6% | -8.4% | -1.8% |
| 6M | +16.5% | +47.9% | -31.4% | +10.5% |
| YTD | -11.1% | +60.0% | -71.1% | -16.5% |
| 1Y | -16.7% | +52.2% | -69.0% | -21.4% |
| 3Y | -52.9% | +131.4% | -184.3% | -57.7% |
| 5Y | -3.0% | +163.2% | -166.2% | -14.1% |
| All | +136.0% | +146.1% | -10.0% | +130.0% |
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