+201.6%
ARM vs NET
+309.5%
-107.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.0% |
| 7D | -18.7% | -16.4% | -2.3% | -11.0% |
| 30D | -36.7% | -25.8% | -10.8% | -26.7% |
| 3M | -31.6% | -11.5% | -20.1% | -28.8% |
| 6M | -5.6% | +18.9% | -24.6% | -17.3% |
| YTD | +75.5% | +35.2% | +40.2% | +37.8% |
| 1Y | +19.3% | +14.5% | +4.9% | +3.0% |
| 3Y | +258.6% | +313.8% | -55.2% | +37.9% |
| All | +201.6% | +309.5% | -107.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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