+315.5%
ARM vs NRG
+213.7%
+101.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.6% |
| 7D | +12.5% | +3.9% | +8.7% | +10.5% |
| 30D | -1.4% | -3.0% | +1.6% | -0.2% |
| 3M | -18.7% | -10.9% | -7.8% | -16.3% |
| 6M | +124.6% | -25.3% | +149.9% | +148.9% |
| YTD | +141.7% | -26.8% | +168.6% | +168.6% |
| 1Y | +87.7% | -23.3% | +111.0% | +103.0% |
| All | +315.5% | +213.7% | +101.8% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling