+219.8%
ARM vs NXT
+140.8%
+79.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.3% | +11.8% |
| 7D | +6.0% | -5.7% | +11.8% | +8.3% |
| 30D | -20.3% | +18.5% | -38.9% | -25.0% |
| 3M | -24.4% | -4.1% | -20.3% | -23.9% |
| 6M | -4.4% | -20.3% | +16.0% | +0.6% |
| YTD | +86.0% | +15.5% | +70.6% | +76.3% |
| 1Y | +35.8% | -5.0% | +40.8% | +34.6% |
| 3Y | +289.1% | +191.6% | +97.4% | +168.9% |
| All | +219.8% | +140.8% | +79.0% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling