+20.3%
ARM vs NEM
+45.8%
-25.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.2% | +4.8% |
| 7D | -5.3% | +14.7% | -20.1% | -12.6% |
| 30D | -30.0% | +6.2% | -36.2% | -32.4% |
| 3M | -34.1% | +11.0% | -45.1% | -38.1% |
| 6M | -12.6% | +7.9% | -20.5% | -18.1% |
| YTD | +70.4% | +26.2% | +44.3% | +51.3% |
| All | +20.3% | +45.8% | -25.5% | +2.0% |
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