+193.0%
ARM vs NWSA
+32.8%
+160.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.2% |
| 7D | -5.3% | -10.5% | +5.2% | +1.9% |
| 30D | -30.0% | -8.8% | -21.3% | -26.0% |
| 3M | -34.1% | -6.5% | -27.5% | -32.5% |
| 6M | -12.6% | -1.3% | -11.3% | -16.6% |
| YTD | +70.4% | +2.5% | +67.9% | +54.4% |
| 1Y | +22.3% | +0.2% | +22.1% | +13.5% |
| 3Y | +261.2% | +27.6% | +233.6% | +125.2% |
| All | +193.0% | +32.8% | +160.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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