+19.3%
ARM vs NVDL
-23.5%
+42.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.1% | +0.8% | -2.4% |
| 7D | -18.7% | -14.0% | -4.7% | -12.4% |
| 30D | -36.7% | -31.2% | -5.5% | -24.4% |
| 3M | -31.6% | -15.5% | -16.1% | -26.1% |
| 6M | -5.6% | -10.3% | +4.6% | -0.7% |
| YTD | +75.5% | -5.8% | +81.2% | +71.2% |
| 1Y | +19.3% | -20.1% | +39.4% | +21.1% |
| All | +19.3% | -23.5% | +42.8% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling