+456.1%
NYT vs ARMK
+351.9%
+104.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +2.8% | +2.4% | +0.4% | +2.1% |
| 3M | -9.2% | +6.1% | -15.3% | -10.6% |
| 6M | -17.1% | +41.8% | -58.9% | -23.6% |
| YTD | -3.2% | +55.5% | -58.8% | -12.7% |
| 1Y | +15.7% | +49.6% | -33.9% | +5.1% |
| 3Y | +55.7% | +122.8% | -67.0% | +28.4% |
| 5Y | +39.4% | +151.0% | -111.6% | +10.9% |
| 10Y | +485.6% | +138.0% | +347.6% | +349.7% |
| All | +456.1% | +351.9% | +104.2% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling