+180.5%
NXT vs ARMK
+107.9%
+72.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.9% | +1.7% | +1.2% | +2.3% |
| 30D | -17.2% | +3.1% | -20.4% | -18.1% |
| 3M | -32.0% | +9.2% | -41.2% | -34.0% |
| 6M | -15.8% | +43.7% | -59.4% | -25.3% |
| YTD | -1.9% | +57.4% | -59.3% | -15.7% |
| 1Y | +22.5% | +51.9% | -29.4% | +6.5% |
| 3Y | +100.5% | +125.4% | -24.9% | +42.9% |
| All | +180.5% | +107.9% | +72.6% | +92.1% |
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