+34.3%
ARM vs NRG
-39.3%
+73.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +19.8% | +21.7% | -1.9% | +10.3% |
| 30D | -21.8% | -8.1% | -13.7% | -19.6% |
| 3M | -26.5% | -18.3% | -8.2% | -21.3% |
| 6M | -3.9% | -28.0% | +24.1% | +4.6% |
| YTD | +82.8% | -37.5% | +120.3% | +104.5% |
| 1Y | +34.3% | -41.1% | +75.4% | +54.5% |
| All | +34.3% | -39.3% | +73.7% | +54.5% |
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