+296.4%
ARM vs NTR
+37.7%
+258.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.1% |
| 7D | +5.5% | +8.1% | -2.7% | +4.3% |
| 30D | -8.2% | +18.8% | -26.9% | -10.5% |
| 3M | -35.9% | +16.2% | -52.1% | -37.4% |
| 6M | +103.1% | +9.8% | +93.4% | +97.5% |
| YTD | +130.6% | +30.9% | +99.8% | +111.5% |
| 1Y | +86.1% | +41.8% | +44.3% | +65.2% |
| All | +296.4% | +37.7% | +258.7% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling