+64.9%
ARM vs NRG
-27.1%
+92.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.6% |
| 7D | +4.8% | -0.2% | +4.9% | +4.8% |
| 30D | -5.5% | -6.8% | +1.3% | -3.1% |
| 3M | -17.3% | -7.1% | -10.2% | -18.2% |
| 6M | +110.9% | -27.6% | +138.4% | +129.5% |
| YTD | +132.5% | -29.2% | +161.7% | +153.3% |
| 1Y | +64.9% | -29.9% | +94.8% | +81.4% |
| All | +64.9% | -27.1% | +92.0% | +81.4% |
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