-26.7%
NVTS vs ARMK
+120.9%
-147.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.3% |
| 7D | +9.6% | -0.7% | +10.3% | +10.6% |
| 30D | -13.0% | -1.3% | -11.7% | -11.5% |
| 3M | -28.8% | -2.5% | -26.3% | -26.9% |
| 6M | -48.5% | +20.8% | -69.3% | -56.6% |
| YTD | +31.4% | +48.2% | -16.8% | -7.5% |
| 1Y | -2.3% | +45.7% | -48.0% | -30.6% |
| 3Y | +49.8% | +96.6% | -46.7% | -22.5% |
| 5Y | -43.2% | +106.6% | -149.8% | -72.4% |
| All | -26.7% | +120.9% | -147.6% | -64.8% |
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