+193.0%
ARM vs NTAP
+139.1%
+53.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +3.7% |
| 7D | -5.3% | -5.0% | -0.4% | -1.2% |
| 30D | -30.0% | -25.8% | -4.3% | -12.7% |
| 3M | -34.1% | -6.9% | -27.2% | -30.5% |
| 6M | -12.6% | +50.0% | -62.6% | -36.7% |
| YTD | +70.4% | +66.9% | +3.5% | +10.9% |
| 1Y | +22.3% | +58.3% | -36.0% | -16.8% |
| 3Y | +261.2% | +145.1% | +116.1% | +81.2% |
| All | +193.0% | +139.1% | +53.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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