+247.2%
ARM vs NOC
+25.0%
+222.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.1% |
| 7D | -10.4% | -0.3% | -10.1% | -10.6% |
| 30D | -31.8% | +14.1% | -46.0% | -28.7% |
| 3M | -32.2% | -4.6% | -27.6% | -32.7% |
| 6M | -14.9% | +0.7% | -15.6% | -13.6% |
| YTD | +66.0% | -2.6% | +68.6% | +68.8% |
| 1Y | +17.2% | -1.0% | +18.2% | +19.9% |
| 3Y | +247.2% | +24.5% | +222.7% | +328.0% |
| All | +247.2% | +25.0% | +222.3% | +328.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling