+296.4%
ARM vs NVDL
+716.8%
-420.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.2% |
| 7D | +5.5% | +11.7% | -6.2% | +0.7% |
| 30D | -8.2% | +7.8% | -16.0% | -11.8% |
| 3M | -35.9% | +3.3% | -39.2% | -37.7% |
| 6M | +103.1% | +38.9% | +64.2% | +73.2% |
| YTD | +130.6% | +28.5% | +102.1% | +99.5% |
| 1Y | +86.1% | +40.6% | +45.5% | +51.1% |
| All | +296.4% | +716.8% | -420.3% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling