+481.9%
NYT vs ARMK
+146.1%
+335.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -0.6% | +3.1% | -3.7% | -1.2% |
| 30D | +4.6% | -2.8% | +7.4% | +5.2% |
| 3M | -9.6% | +7.6% | -17.2% | -11.2% |
| 6M | -14.0% | +47.9% | -61.9% | -21.2% |
| YTD | -2.8% | +60.0% | -62.9% | -12.6% |
| 1Y | +15.6% | +52.2% | -36.6% | +5.0% |
| 3Y | +56.3% | +131.4% | -75.1% | +28.8% |
| 5Y | +39.5% | +163.2% | -123.7% | +11.0% |
| All | +481.9% | +146.1% | +335.9% | +356.9% |
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