+68.4%
NVTS vs ARMK
+101.3%
-32.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.2% | +7.1% | +8.7% |
| 7D | +20.8% | +0.9% | +19.9% | +20.3% |
| 30D | -11.1% | -0.4% | -10.8% | -10.6% |
| 3M | -31.0% | -2.0% | -29.1% | -29.9% |
| 6M | -47.4% | +22.0% | -69.3% | -53.3% |
| YTD | +34.2% | +49.6% | -15.4% | +3.8% |
| 1Y | +22.2% | +46.4% | -24.2% | -4.5% |
| 3Y | +68.4% | +103.2% | -34.8% | +11.3% |
| All | +68.4% | +101.3% | -32.9% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling