+431.2%
ARM vs NVDX
+815.5%
-384.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | +12.5% | -0.9% | +13.4% | +12.8% |
| 30D | -1.4% | +3.0% | -4.3% | -3.4% |
| 3M | -18.7% | +6.8% | -25.4% | -22.2% |
| 6M | +124.6% | +28.6% | +96.0% | +97.8% |
| YTD | +141.7% | +17.0% | +124.7% | +117.4% |
| 1Y | +87.7% | +27.0% | +60.6% | +59.2% |
| All | +431.2% | +815.5% | -384.3% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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