+228.9%
ARM vs NEE
+60.0%
+168.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.7% |
| 7D | -15.2% | +3.9% | -19.1% | -15.2% |
| 30D | -40.7% | +12.8% | -53.5% | -40.8% |
| 3M | -39.1% | +3.6% | -42.6% | -39.0% |
| 6M | -26.4% | -7.5% | -18.9% | -25.6% |
| YTD | +59.7% | +10.7% | +49.1% | +58.1% |
| 1Y | +10.3% | +9.1% | +1.3% | +9.4% |
| 3Y | +228.9% | +61.0% | +167.9% | +187.8% |
| All | +228.9% | +60.0% | +168.8% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling