+214.2%
ARM vs NVD
-98.6%
+312.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.0% | -10.8% | +2.1% |
| 7D | +19.8% | +17.0% | +2.8% | +29.0% |
| 30D | -21.8% | +77.3% | -99.1% | +3.6% |
| 3M | -26.5% | +61.6% | -88.1% | -3.7% |
| 6M | -3.9% | +40.7% | -44.6% | +26.3% |
| YTD | +82.8% | -10.5% | +93.3% | +110.3% |
| 1Y | +34.3% | -6.1% | +40.4% | +59.7% |
| 3Y | +282.2% | -98.4% | +380.6% | +71.0% |
| All | +214.2% | -98.6% | +312.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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