+185.4%
ARM vs NSC
+73.2%
+112.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -10.4% | -3.4% | -6.9% | -8.9% |
| 30D | -31.8% | +3.6% | -35.5% | -32.9% |
| 3M | -32.2% | -1.4% | -30.8% | -32.0% |
| 6M | -14.9% | +6.0% | -20.9% | -18.5% |
| YTD | +66.0% | +15.5% | +50.5% | +51.3% |
| 1Y | +17.2% | +16.2% | +1.0% | +6.3% |
| 3Y | +247.2% | +76.9% | +170.3% | +134.5% |
| All | +185.4% | +73.2% | +112.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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