+299.7%
ARM vs NTRS
+181.6%
+118.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.8% |
| 7D | +4.8% | +0.3% | +4.4% | +4.4% |
| 30D | -5.5% | +0.2% | -5.6% | -5.7% |
| 3M | -17.3% | +13.2% | -30.5% | -25.0% |
| 6M | +110.9% | +36.9% | +73.9% | +64.4% |
| YTD | +132.5% | +39.1% | +93.4% | +78.5% |
| 1Y | +64.9% | +50.4% | +14.5% | +18.1% |
| All | +299.7% | +181.6% | +118.1% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling