+88.0%
ARM vs NI
+6.7%
+81.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.9% |
| 7D | +11.4% | +2.3% | +9.1% | +11.6% |
| 30D | -7.4% | -1.7% | -5.8% | -7.9% |
| 3M | -24.5% | -8.0% | -16.5% | -26.4% |
| 6M | +128.7% | -8.6% | +137.3% | +121.6% |
| YTD | +139.3% | +2.3% | +136.9% | +127.6% |
| 1Y | +88.0% | +6.9% | +81.0% | +80.9% |
| All | +88.0% | +6.7% | +81.3% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling