+199.6%
ARM vs NTAP
+146.3%
+53.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -2.7% |
| 7D | +9.1% | +7.2% | +1.9% | +4.0% |
| 30D | -19.9% | -18.4% | -1.6% | -6.5% |
| 3M | -31.6% | -11.3% | -20.3% | -25.0% |
| 6M | -13.9% | +53.8% | -67.6% | -38.6% |
| YTD | +74.3% | +72.0% | +2.3% | +11.2% |
| 1Y | +35.8% | +68.0% | -32.2% | -11.8% |
| 3Y | +268.6% | +149.5% | +119.1% | +84.4% |
| All | +199.6% | +146.3% | +53.3% | +54.2% |
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