+296.4%
ARM vs NET
+328.4%
-32.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.9% |
| 7D | +5.5% | -7.0% | +12.4% | +9.1% |
| 30D | -8.2% | -4.8% | -3.4% | -6.9% |
| 3M | -35.9% | +3.8% | -39.8% | -37.9% |
| 6M | +103.1% | +50.0% | +53.1% | +56.1% |
| YTD | +130.6% | +41.5% | +89.1% | +78.7% |
| 1Y | +86.1% | +32.8% | +53.2% | +48.1% |
| All | +296.4% | +328.4% | -32.0% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling