+296.4%
ARM vs NRG
+223.6%
+72.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +1.0% |
| 7D | +5.5% | +7.1% | -1.7% | +2.2% |
| 30D | -8.2% | -1.4% | -6.8% | -7.8% |
| 3M | -35.9% | -10.5% | -25.5% | -34.1% |
| 6M | +103.1% | -26.7% | +129.9% | +127.9% |
| YTD | +130.6% | -24.5% | +155.1% | +152.8% |
| 1Y | +86.1% | -18.6% | +104.6% | +95.8% |
| All | +296.4% | +223.6% | +72.8% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling