+43.0%
NVTS vs ARMK
+120.0%
-77.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | +2.7% | -2.4% | +5.1% | +4.0% |
| 30D | -4.5% | 0.0% | -4.5% | -4.4% |
| 3M | -61.5% | +6.7% | -68.2% | -62.9% |
| 6M | +28.0% | +38.8% | -10.8% | +3.7% |
| YTD | +65.3% | +55.2% | +10.1% | +23.7% |
| 1Y | +113.0% | +46.6% | +66.4% | +64.6% |
| All | +43.0% | +120.0% | -77.0% | -16.6% |
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