+296.4%
ARM vs NI
+64.9%
+231.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +4.0% |
| 7D | +5.5% | +2.0% | +3.4% | +5.2% |
| 30D | -8.2% | -3.5% | -4.6% | -7.9% |
| 3M | -35.9% | -9.1% | -26.8% | -35.6% |
| 6M | +103.1% | -11.8% | +115.0% | +104.6% |
| YTD | +130.6% | +1.1% | +129.5% | +126.3% |
| 1Y | +86.1% | +6.7% | +79.4% | +80.7% |
| All | +296.4% | +64.9% | +231.6% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling