+17.2%
ARM vs NXT
-8.4%
+25.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.3% | -0.5% |
| 7D | -10.4% | +4.0% | -14.3% | -12.0% |
| 30D | -31.8% | +15.9% | -47.8% | -36.6% |
| 3M | -32.2% | -3.0% | -29.2% | -32.0% |
| 6M | -14.9% | -20.7% | +5.8% | -9.9% |
| YTD | +66.0% | +14.6% | +51.4% | +60.8% |
| 1Y | +17.2% | -7.1% | +24.3% | +17.9% |
| All | +17.2% | -8.4% | +25.6% | +17.9% |
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 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