+185.4%
ARM vs NEM
+223.4%
-38.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.0% |
| 7D | -10.4% | +11.6% | -22.0% | -14.5% |
| 30D | -31.8% | +1.8% | -33.6% | -32.5% |
| 3M | -32.2% | +2.5% | -34.8% | -33.1% |
| 6M | -14.9% | +3.4% | -18.3% | -16.8% |
| YTD | +66.0% | +20.9% | +45.1% | +54.3% |
| 1Y | +17.2% | +37.2% | -20.0% | +4.8% |
| 3Y | +247.2% | +271.6% | -24.4% | +127.6% |
| All | +185.4% | +223.4% | -38.0% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling