+10.3%
ARM vs NOC
-6.4%
+16.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.8% | +4.7% |
| 7D | -15.2% | -5.8% | -9.4% | -16.9% |
| 30D | -40.7% | +10.9% | -51.6% | -38.1% |
| 3M | -39.1% | -7.1% | -32.0% | -39.6% |
| 6M | -26.4% | -5.3% | -21.1% | -26.0% |
| YTD | +59.7% | -6.8% | +66.6% | +54.1% |
| 1Y | +10.3% | -6.7% | +17.1% | +7.1% |
| All | +10.3% | -6.4% | +16.7% | +7.1% |
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