+293.4%
ARM vs NEM
+269.0%
+24.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.2% | +13.3% | +12.5% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | -20.3% | +1.1% | -21.5% | -20.9% |
| 3M | -24.4% | +1.3% | -25.7% | -25.0% |
| 6M | -4.4% | -1.4% | -3.0% | -5.1% |
| YTD | +86.0% | +19.4% | +66.6% | +73.6% |
| 1Y | +35.8% | +32.9% | +2.9% | +22.6% |
| All | +293.4% | +269.0% | +24.5% | +170.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling