-9.4%
NVTS vs ARMK
+131.8%
-141.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.4% |
| 7D | +3.5% | +0.3% | +3.1% | +3.2% |
| 30D | -11.9% | +2.4% | -14.3% | -13.6% |
| 3M | -49.2% | +6.1% | -55.3% | -51.7% |
| 6M | +38.4% | +41.8% | -3.3% | +1.6% |
| YTD | +62.5% | +55.5% | +6.9% | +9.4% |
| 1Y | +101.4% | +49.6% | +51.8% | +38.8% |
| 3Y | +40.4% | +122.8% | -82.3% | -35.7% |
| All | -9.4% | +131.8% | -141.2% | -58.3% |
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