+296.4%
ARM vs NWSA
+51.4%
+245.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +5.3% |
| 7D | +5.5% | -1.9% | +7.3% | +6.9% |
| 30D | -8.2% | +4.6% | -12.8% | -11.5% |
| 3M | -35.9% | +13.2% | -49.2% | -43.5% |
| 6M | +103.1% | +27.0% | +76.1% | +58.9% |
| YTD | +130.6% | +16.8% | +113.8% | +93.9% |
| 1Y | +86.1% | +4.5% | +81.6% | +74.6% |
| All | +296.4% | +51.4% | +245.0% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling