+214.2%
ARM vs NEM
+203.7%
+10.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.2% | +0.1% |
| 7D | +19.8% | -5.9% | +25.7% | +22.6% |
| 30D | -21.8% | -2.6% | -19.2% | -21.3% |
| 3M | -26.5% | -4.2% | -22.3% | -25.6% |
| 6M | -3.9% | -5.5% | +1.6% | -3.0% |
| YTD | +82.8% | +13.5% | +69.2% | +73.9% |
| 1Y | +34.3% | +22.2% | +12.1% | +24.8% |
| 3Y | +282.2% | +249.0% | +33.3% | +156.5% |
| All | +214.2% | +203.7% | +10.5% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling