+316.4%
ARM vs NTRS
+184.7%
+131.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.4% |
| 7D | +5.0% | +1.4% | +3.7% | +3.9% |
| 30D | -2.6% | -0.7% | -2.0% | -2.2% |
| 3M | -22.6% | +11.3% | -34.0% | -29.0% |
| 6M | +120.5% | +35.5% | +84.9% | +73.4% |
| YTD | +142.2% | +40.6% | +101.6% | +84.5% |
| 1Y | +71.2% | +49.2% | +22.0% | +23.6% |
| All | +316.4% | +184.7% | +131.7% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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