+193.0%
ARM vs NI
+80.7%
+112.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.5% |
| 7D | -5.3% | +0.4% | -5.8% | -5.3% |
| 30D | -30.0% | +11.3% | -41.3% | -30.7% |
| 3M | -34.1% | +6.5% | -40.5% | -34.4% |
| 6M | -12.6% | -2.3% | -10.4% | -12.7% |
| YTD | +70.4% | +10.8% | +59.6% | +65.9% |
| 1Y | +22.3% | +6.2% | +16.0% | +20.0% |
| 3Y | +261.2% | +98.7% | +162.5% | +222.0% |
| All | +193.0% | +80.7% | +112.3% | +169.5% |
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