+174.6%
ARM vs NI
+77.1%
+97.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | -15.2% | -0.9% | -14.3% | -15.1% |
| 30D | -40.7% | +9.6% | -50.3% | -41.2% |
| 3M | -39.1% | +2.5% | -41.6% | -39.2% |
| 6M | -26.4% | -5.8% | -20.6% | -26.2% |
| YTD | +59.7% | +8.6% | +51.2% | +55.8% |
| 1Y | +10.3% | +6.0% | +4.4% | +8.1% |
| 3Y | +228.9% | +91.0% | +137.8% | +196.0% |
| All | +174.6% | +77.1% | +97.6% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling