+41.6%
NYT vs ARMK
+160.7%
-119.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.4% |
| 7D | -0.6% | +3.1% | -3.7% | -1.5% |
| 30D | +4.6% | -2.8% | +7.4% | +5.4% |
| 3M | -9.6% | +7.6% | -17.2% | -11.8% |
| 6M | -14.0% | +47.9% | -61.9% | -24.1% |
| YTD | -2.8% | +60.0% | -62.9% | -16.6% |
| 1Y | +15.6% | +52.2% | -36.6% | +0.6% |
| 3Y | +56.3% | +131.4% | -75.1% | +15.8% |
| All | +41.6% | +160.7% | -119.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling