+268.6%
ARM vs NI
+102.7%
+165.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.7% |
| 7D | +9.1% | +4.3% | +4.8% | +8.9% |
| 30D | -19.9% | +12.4% | -32.3% | -20.2% |
| 3M | -31.6% | +10.2% | -41.8% | -31.8% |
| 6M | -13.9% | -0.8% | -13.1% | -14.1% |
| YTD | +74.3% | +13.2% | +61.1% | +70.6% |
| 1Y | +35.8% | +10.1% | +25.7% | +33.4% |
| 3Y | +268.6% | +103.1% | +165.5% | +292.5% |
| All | +268.6% | +102.7% | +165.9% | +292.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling