+315.5%
ARM vs NVDL
+670.0%
-354.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +12.5% | -0.8% | +13.3% | +12.8% |
| 30D | -1.4% | +3.4% | -4.8% | -3.6% |
| 3M | -18.7% | +8.1% | -26.8% | -22.6% |
| 6M | +124.6% | +31.9% | +92.8% | +95.4% |
| YTD | +141.7% | +21.1% | +120.6% | +114.0% |
| 1Y | +87.7% | +34.0% | +53.6% | +55.4% |
| All | +315.5% | +670.0% | -354.4% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling