+315.5%
ARM vs NTR
+39.9%
+275.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +12.5% | +0.5% | +12.0% | +12.4% |
| 30D | -1.4% | +21.7% | -23.1% | -4.2% |
| 3M | -18.7% | +22.8% | -41.4% | -21.4% |
| 6M | +124.6% | +8.2% | +116.4% | +119.9% |
| YTD | +141.7% | +32.9% | +108.8% | +121.2% |
| 1Y | +87.7% | +45.3% | +42.3% | +65.7% |
| All | +315.5% | +39.9% | +275.7% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling