+247.2%
ARM vs NVDL
+306.8%
-59.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.9% | +8.3% | +2.0% |
| 7D | -10.4% | -34.5% | +24.1% | +6.4% |
| 30D | -31.8% | -47.7% | +15.9% | -10.9% |
| 3M | -32.2% | -43.9% | +11.6% | -14.4% |
| 6M | -14.9% | -46.4% | +31.5% | +8.4% |
| YTD | +66.0% | -34.3% | +100.3% | +89.9% |
| 1Y | +17.2% | -44.0% | +61.2% | +41.7% |
| 3Y | +247.2% | +295.7% | -48.5% | +73.8% |
| All | +247.2% | +306.8% | -59.6% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling