+296.4%
ARM vs NSC
+73.3%
+223.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +5.5% | -5.5% | +11.0% | +8.1% |
| 30D | -8.2% | -3.2% | -5.0% | -6.9% |
| 3M | -35.9% | +7.7% | -43.6% | -38.5% |
| 6M | +103.1% | +4.5% | +98.6% | +96.5% |
| YTD | +130.6% | +15.6% | +115.1% | +110.4% |
| 1Y | +86.1% | +19.8% | +66.2% | +65.8% |
| All | +296.4% | +73.3% | +223.2% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling