-20.2%
ARM vs NTAP
+52.3%
-72.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.7% | -3.3% | -7.1% |
| 7D | -27.1% | -22.5% | -4.7% | -15.1% |
| 30D | -44.9% | -25.7% | -19.2% | -34.4% |
| 3M | -39.3% | -9.0% | -30.3% | -34.4% |
| 6M | -20.2% | +49.2% | -69.4% | -18.5% |
| All | -20.2% | +52.3% | -72.5% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling