+19.3%
ARM vs NXT
+10.5%
+8.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +11.1% | -16.4% | -9.7% |
| 7D | -18.7% | +30.0% | -48.7% | -28.1% |
| 30D | -36.7% | +28.6% | -65.3% | -43.7% |
| 3M | -31.6% | +8.4% | -40.0% | -34.7% |
| 6M | -5.6% | -8.7% | +3.1% | -5.2% |
| YTD | +75.5% | +22.5% | +53.0% | +65.8% |
| 1Y | +19.3% | +6.9% | +12.4% | +14.6% |
| All | +19.3% | +10.5% | +8.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling