+501.5%
NVT vs ARMK
+118.6%
+382.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +8.0% | +2.7% | +5.3% | +6.6% |
| 30D | -24.8% | -1.5% | -23.3% | -23.5% |
| 3M | -32.4% | -11.6% | -20.9% | -27.5% |
| 6M | -33.5% | +6.7% | -40.2% | -35.1% |
| YTD | +13.2% | +47.4% | -34.2% | -6.6% |
| 1Y | +9.0% | +41.5% | -32.5% | -8.4% |
| 3Y | +129.4% | +95.5% | +33.8% | +61.0% |
| 5Y | +230.1% | +108.4% | +121.7% | +118.2% |
| All | +501.5% | +118.6% | +382.9% | +248.3% |
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