+88.0%
ARM vs NEE
+21.8%
+66.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.7% |
| 7D | +11.4% | +1.1% | +10.3% | +11.4% |
| 30D | -7.4% | -0.2% | -7.2% | -7.5% |
| 3M | -24.5% | +0.5% | -25.0% | -24.7% |
| 6M | +128.7% | -6.5% | +135.2% | +129.6% |
| YTD | +139.3% | +6.7% | +132.6% | +116.7% |
| 1Y | +88.0% | +23.6% | +64.4% | +51.1% |
| All | +88.0% | +21.8% | +66.2% | +51.1% |
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