+86.1%
ARM vs NEE
+19.1%
+66.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +3.9% |
| 7D | +5.5% | +1.9% | +3.5% | +5.4% |
| 30D | -8.2% | -2.2% | -6.0% | -8.2% |
| 3M | -35.9% | -1.2% | -34.8% | -36.1% |
| 6M | +103.1% | -8.6% | +111.7% | +106.1% |
| YTD | +130.6% | +6.2% | +124.4% | +109.7% |
| 1Y | +86.1% | +21.1% | +65.0% | +54.9% |
| All | +86.1% | +19.1% | +66.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling