+219.8%
ARM vs NTAP
+148.7%
+71.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.1% | +8.0% | +9.0% |
| 7D | +6.0% | -2.4% | +8.5% | +8.7% |
| 30D | -20.3% | -23.4% | +3.1% | -2.6% |
| 3M | -24.4% | -7.5% | -16.9% | -19.5% |
| 6M | -4.4% | +56.4% | -60.7% | -32.6% |
| YTD | +86.0% | +73.6% | +12.4% | +17.8% |
| 1Y | +35.8% | +68.4% | -32.6% | -11.8% |
| 3Y | +289.1% | +150.6% | +138.5% | +94.6% |
| All | +219.8% | +148.7% | +71.1% | +63.4% |
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