+86.1%
ARM vs NOC
-10.0%
+96.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +3.4% |
| 7D | +5.5% | -5.2% | +10.6% | +4.4% |
| 30D | -8.2% | -7.2% | -1.0% | -9.5% |
| 3M | -35.9% | -5.1% | -30.8% | -36.2% |
| 6M | +103.1% | -31.1% | +134.2% | +103.8% |
| YTD | +130.6% | -8.6% | +139.2% | +116.8% |
| 1Y | +86.1% | -9.7% | +95.8% | +76.3% |
| All | +86.1% | -10.0% | +96.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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