+228.9%
ARM vs NTAP
+135.3%
+93.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +4.8% |
| 7D | -15.2% | -15.1% | -0.2% | -4.3% |
| 30D | -40.7% | -28.1% | -12.6% | -24.5% |
| 3M | -39.1% | -11.4% | -27.6% | -33.4% |
| 6M | -26.4% | +52.2% | -78.6% | -47.2% |
| YTD | +59.7% | +60.4% | -0.7% | +7.7% |
| 1Y | +10.3% | +51.0% | -40.7% | -21.7% |
| 3Y | +228.9% | +135.6% | +93.3% | +90.8% |
| All | +228.9% | +135.3% | +93.6% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling