+21.2%
ARM vs NEM
+36.1%
-14.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -0.4% |
| 7D | -10.4% | +11.6% | -22.0% | -16.1% |
| 30D | -31.8% | +1.8% | -33.6% | -32.6% |
| 3M | -32.2% | +2.5% | -34.8% | -33.4% |
| 6M | -14.9% | +3.4% | -18.3% | -18.4% |
| YTD | +66.0% | +20.9% | +45.1% | +50.4% |
| All | +21.2% | +36.1% | -14.9% | +5.2% |
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