+19.3%
ARM vs NTR
+36.7%
-17.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.2% | -4.0% |
| 7D | -18.7% | +4.3% | -23.0% | -17.5% |
| 30D | -36.7% | +2.6% | -39.3% | -35.9% |
| 3M | -31.6% | +8.5% | -40.2% | -29.4% |
| 6M | -5.6% | -3.3% | -2.3% | -7.0% |
| YTD | +75.5% | +19.6% | +55.9% | +79.3% |
| 1Y | +19.3% | +37.6% | -18.3% | +20.7% |
| All | +19.3% | +36.7% | -17.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling