+251.1%
ARM vs NTAP
+141.0%
+110.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -10.4% | -7.8% | -2.6% | -4.5% |
| 30D | -31.8% | -25.8% | -6.1% | -15.1% |
| 3M | -32.2% | -11.2% | -21.0% | -25.9% |
| 6M | -14.9% | +49.9% | -64.8% | -37.9% |
| YTD | +66.0% | +66.9% | -0.8% | +8.9% |
| 1Y | +17.2% | +58.8% | -41.6% | -19.9% |
| All | +251.1% | +141.0% | +110.1% | +97.7% |
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