+21.2%
ARM vs NEE
+4.8%
+16.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | -10.4% | +2.3% | -12.7% | -9.5% |
| 30D | -31.8% | +11.5% | -43.3% | -29.4% |
| 3M | -32.2% | +2.6% | -34.9% | -31.1% |
| 6M | -14.9% | -6.0% | -8.9% | -12.7% |
| YTD | +66.0% | +9.8% | +56.2% | +60.6% |
| All | +21.2% | +4.8% | +16.4% | +21.0% |
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