+174.6%
ARM vs NSC
+68.3%
+106.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.6% | +5.9% |
| 7D | -15.2% | -6.6% | -8.6% | -12.7% |
| 30D | -40.7% | +2.2% | -42.8% | -41.3% |
| 3M | -39.1% | -6.2% | -32.9% | -37.5% |
| 6M | -26.4% | +1.7% | -28.1% | -28.1% |
| YTD | +59.7% | +12.2% | +47.5% | +47.3% |
| 1Y | +10.3% | +15.4% | -5.1% | 0.0% |
| 3Y | +228.9% | +73.3% | +155.5% | +123.4% |
| All | +174.6% | +68.3% | +106.3% | +92.3% |
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