+86.1%
ARM vs NXT
+26.2%
+59.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.4% |
| 7D | +5.5% | -1.1% | +6.6% | +5.9% |
| 30D | -8.2% | -15.3% | +7.1% | -1.8% |
| 3M | -35.9% | -43.8% | +7.9% | -21.7% |
| 6M | +103.1% | -18.7% | +121.8% | +119.5% |
| YTD | +130.6% | -3.0% | +133.6% | +134.7% |
| 1Y | +86.1% | +22.7% | +63.3% | +70.0% |
| All | +86.1% | +26.2% | +59.9% | +70.0% |
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