+255.8%
NVO vs ARMK
+350.8%
-95.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.5% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +7.9% | +6.7% | +1.2% | +6.8% |
| 6M | +27.1% | +38.8% | -11.7% | +20.9% |
| YTD | -3.8% | +55.2% | -59.0% | -10.1% |
| 1Y | -12.8% | +46.6% | -59.5% | -17.9% |
| 3Y | -46.3% | +112.9% | -159.2% | -52.1% |
| 5Y | +3.6% | +144.0% | -140.4% | -9.6% |
| 10Y | +157.0% | +132.4% | +24.6% | +133.0% |
| All | +255.8% | +350.8% | -95.1% | +185.5% |
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