+19.3%
ARM vs NRG
-50.8%
+70.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.5% | +8.2% | 0.0% |
| 7D | -18.7% | -13.7% | -5.0% | -14.1% |
| 30D | -36.7% | -13.6% | -23.1% | -33.1% |
| 3M | -31.6% | -28.5% | -3.1% | -22.7% |
| 6M | -5.6% | -45.8% | +40.1% | +14.3% |
| YTD | +75.5% | -46.9% | +122.4% | +108.8% |
| 1Y | +19.3% | -49.7% | +69.0% | +44.3% |
| All | +19.3% | -50.8% | +70.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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