+185.4%
ARM vs NI
+81.6%
+103.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -10.4% | +1.5% | -11.9% | -10.5% |
| 30D | -31.8% | +11.9% | -43.7% | -32.5% |
| 3M | -32.2% | +9.1% | -41.4% | -32.8% |
| 6M | -14.9% | -1.8% | -13.1% | -15.0% |
| YTD | +66.0% | +11.4% | +54.7% | +61.5% |
| 1Y | +17.2% | +6.4% | +10.8% | +15.0% |
| 3Y | +247.2% | +98.2% | +149.0% | +210.4% |
| All | +185.4% | +81.6% | +103.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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