+219.8%
ARM vs NI
+82.7%
+137.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.6% | +11.5% | +12.0% |
| 7D | +6.0% | +0.6% | +5.5% | +6.0% |
| 30D | -20.3% | +11.2% | -31.5% | -21.1% |
| 3M | -24.4% | +9.2% | -33.5% | -25.0% |
| 6M | -4.4% | -1.8% | -2.5% | -4.5% |
| YTD | +86.0% | +12.0% | +74.0% | +80.9% |
| 1Y | +35.8% | +6.4% | +29.4% | +33.4% |
| 3Y | +289.1% | +99.4% | +189.7% | +247.6% |
| All | +219.8% | +82.7% | +137.1% | +193.9% |
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