+193.0%
ARM vs NVD
-98.8%
+291.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.7% | -2.0% | +10.4% |
| 7D | -5.3% | +23.8% | -29.1% | +5.5% |
| 30D | -30.0% | +57.0% | -87.0% | -12.6% |
| 3M | -34.1% | +41.6% | -75.6% | -18.7% |
| 6M | -12.6% | +17.6% | -30.2% | +5.8% |
| YTD | +70.4% | -21.4% | +91.8% | +84.3% |
| 1Y | +22.3% | -23.3% | +45.5% | +33.2% |
| 3Y | +261.2% | -98.7% | +359.9% | +49.5% |
| All | +193.0% | -98.8% | +291.7% | +17.8% |
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