+219.8%
ARM vs NVDL
+342.1%
-122.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.8% | +6.2% | +9.6% |
| 7D | +6.0% | -26.2% | +32.2% | +19.9% |
| 30D | -20.3% | -43.2% | +22.9% | +0.8% |
| 3M | -24.4% | -40.5% | +16.2% | -6.7% |
| 6M | -4.4% | -45.4% | +41.1% | +21.1% |
| YTD | +86.0% | -30.5% | +116.5% | +108.1% |
| 1Y | +35.8% | -37.1% | +72.9% | +56.8% |
| 3Y | +289.1% | +318.7% | -29.6% | +82.0% |
| All | +219.8% | +342.1% | -122.3% | +43.5% |
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