+261.2%
ARM vs NET
+314.6%
-53.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.0% |
| 7D | -18.7% | -16.4% | -2.3% | -10.9% |
| 30D | -36.7% | -25.8% | -10.8% | -26.6% |
| 3M | -31.6% | -11.5% | -20.1% | -28.7% |
| 6M | -5.6% | +18.9% | -24.6% | -17.6% |
| YTD | +75.5% | +35.2% | +40.2% | +37.0% |
| 1Y | +19.3% | +14.5% | +4.9% | +2.8% |
| All | +261.2% | +314.6% | -53.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling