-13.9%
ARM vs NTRS
+11.5%
-25.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -5.0% |
| 7D | +9.1% | +3.2% | +5.9% | +5.1% |
| 30D | -19.9% | +9.6% | -29.5% | -27.1% |
| 3M | -31.6% | -6.0% | -25.6% | -26.6% |
| 6M | -13.9% | +10.4% | -24.3% | -29.9% |
| All | -13.9% | +11.5% | -25.3% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling