+199.6%
ARM vs NVD
-98.5%
+298.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -3.0% |
| 7D | +9.1% | +28.6% | -19.5% | +22.2% |
| 30D | -19.9% | +73.6% | -93.6% | +5.0% |
| 3M | -31.6% | +70.1% | -101.7% | -8.4% |
| 6M | -13.9% | +53.6% | -67.4% | +17.3% |
| YTD | +74.3% | -7.0% | +81.3% | +104.1% |
| 1Y | +35.8% | -9.0% | +44.8% | +59.3% |
| 3Y | +268.6% | -98.3% | +366.9% | +68.4% |
| All | +199.6% | -98.5% | +298.1% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling