+214.2%
ARM vs NI
+83.7%
+130.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +19.8% | +3.1% | +16.7% | +19.5% |
| 30D | -21.8% | +11.2% | -32.9% | -22.5% |
| 3M | -26.5% | +9.8% | -36.4% | -27.1% |
| 6M | -3.9% | -1.6% | -2.3% | -4.0% |
| YTD | +82.8% | +12.6% | +70.1% | +77.6% |
| 1Y | +34.3% | +7.8% | +26.5% | +31.6% |
| 3Y | +282.2% | +100.5% | +181.7% | +241.3% |
| All | +214.2% | +83.7% | +130.5% | +188.6% |
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