+311.3%
ARM vs NSC
+72.5%
+238.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.0% |
| 7D | +11.4% | -1.5% | +12.9% | +12.1% |
| 30D | -7.4% | -1.9% | -5.5% | -6.8% |
| 3M | -24.5% | +6.2% | -30.7% | -27.0% |
| 6M | +128.7% | +9.2% | +119.5% | +115.6% |
| YTD | +139.3% | +15.0% | +124.2% | +118.7% |
| 1Y | +88.0% | +21.1% | +66.9% | +66.3% |
| All | +311.3% | +72.5% | +238.8% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling