+86.1%
ARM vs NEM
+73.9%
+12.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.8% |
| 7D | +5.5% | +0.3% | +5.2% | +5.2% |
| 30D | -8.2% | +23.1% | -31.3% | -17.9% |
| 3M | -35.9% | +18.5% | -54.4% | -41.8% |
| 6M | +103.1% | +7.8% | +95.3% | +89.0% |
| YTD | +130.6% | +29.1% | +101.5% | +105.1% |
| 1Y | +86.1% | +72.7% | +13.4% | +38.9% |
| All | +86.1% | +73.9% | +12.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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