+214.2%
ARM vs NRG
+167.9%
+46.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +19.8% | +21.7% | -1.9% | +9.2% |
| 30D | -21.8% | -8.1% | -13.7% | -18.9% |
| 3M | -26.5% | -18.3% | -8.2% | -19.8% |
| 6M | -3.9% | -28.0% | +24.1% | +8.8% |
| YTD | +82.8% | -37.5% | +120.3% | +117.6% |
| 1Y | +34.3% | -41.1% | +75.4% | +64.3% |
| 3Y | +282.2% | +126.6% | +155.6% | +167.9% |
| All | +214.2% | +167.9% | +46.2% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling