+296.4%
ARM vs NDAQ
+96.8%
+199.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.9% |
| 7D | +5.5% | -2.4% | +7.9% | +6.8% |
| 30D | -8.2% | +2.5% | -10.6% | -9.4% |
| 3M | -35.9% | +9.9% | -45.9% | -39.8% |
| 6M | +103.1% | +9.4% | +93.7% | +90.3% |
| YTD | +130.6% | +0.4% | +130.2% | +127.7% |
| 1Y | +86.1% | +4.0% | +82.0% | +78.2% |
| All | +296.4% | +96.8% | +199.7% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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