+296.4%
ARM vs NOC
+27.4%
+269.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +3.2% |
| 7D | +5.5% | -5.2% | +10.6% | +3.9% |
| 30D | -8.2% | -7.2% | -1.0% | -10.0% |
| 3M | -35.9% | -5.1% | -30.8% | -36.5% |
| 6M | +103.1% | -31.1% | +134.2% | +87.6% |
| YTD | +130.6% | -8.6% | +139.2% | +128.5% |
| 1Y | +86.1% | -9.7% | +95.8% | +84.1% |
| All | +296.4% | +27.4% | +269.0% | +350.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling