+214.2%
ARM vs NSC
+76.0%
+138.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +19.8% | +1.6% | +18.2% | +19.0% |
| 30D | -21.8% | +4.2% | -26.0% | -23.1% |
| 3M | -26.5% | -0.2% | -26.3% | -26.6% |
| 6M | -3.9% | +7.6% | -11.5% | -8.5% |
| YTD | +82.8% | +17.4% | +65.4% | +65.5% |
| 1Y | +34.3% | +18.3% | +16.0% | +20.9% |
| 3Y | +282.2% | +79.8% | +202.4% | +156.4% |
| All | +214.2% | +76.0% | +138.2% | +116.0% |
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