+174.6%
ARM vs NTAP
+129.8%
+44.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.9% | +4.8% |
| 7D | -15.2% | -15.1% | -0.2% | -4.1% |
| 30D | -40.7% | -28.1% | -12.6% | -24.3% |
| 3M | -39.1% | -11.4% | -27.6% | -33.4% |
| 6M | -26.4% | +52.2% | -78.6% | -47.6% |
| YTD | +59.7% | +60.4% | -0.7% | +6.9% |
| 1Y | +10.3% | +51.0% | -40.7% | -22.2% |
| 3Y | +228.9% | +135.6% | +93.3% | +69.7% |
| All | +174.6% | +129.8% | +44.8% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling