+64.3%
ARM vs NTRS
+49.8%
+14.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.6% |
| 7D | +4.8% | +0.3% | +4.4% | +4.5% |
| 30D | -5.5% | +0.2% | -5.6% | -5.6% |
| 3M | -17.3% | +13.2% | -30.5% | -23.4% |
| 6M | +110.9% | +36.9% | +73.9% | +73.5% |
| YTD | +132.5% | +39.1% | +93.4% | +90.3% |
| All | +64.3% | +49.8% | +14.5% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling