+296.4%
ARM vs NVD
-99.2%
+395.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +3.4% |
| 7D | +5.5% | -11.1% | +16.6% | +0.7% |
| 30D | -8.2% | -13.3% | +5.1% | -11.9% |
| 3M | -35.9% | -19.8% | -16.1% | -37.9% |
| 6M | +103.1% | -48.8% | +151.9% | +71.9% |
| YTD | +130.6% | -49.7% | +180.3% | +97.7% |
| 1Y | +86.1% | -61.4% | +147.4% | +49.1% |
| All | +296.4% | -99.2% | +395.6% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling