+193.0%
ARM vs NOC
+33.3%
+159.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +7.4% |
| 7D | -5.3% | -2.9% | -2.4% | -6.3% |
| 30D | -30.0% | +12.1% | -42.2% | -27.4% |
| 3M | -34.1% | -5.3% | -28.8% | -34.6% |
| 6M | -12.6% | -1.0% | -11.6% | -11.8% |
| YTD | +70.4% | -4.3% | +74.7% | +72.1% |
| 1Y | +22.3% | -3.6% | +25.9% | +23.8% |
| 3Y | +261.2% | +22.9% | +238.3% | +318.9% |
| All | +193.0% | +33.3% | +159.6% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling