+261.2%
ARM vs NXT
+194.0%
+67.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -5.3% | +15.1% | -20.4% | -9.5% |
| 30D | -30.0% | +21.8% | -51.8% | -34.6% |
| 3M | -34.1% | +1.6% | -35.6% | -34.9% |
| 6M | -12.6% | -16.7% | +4.0% | -9.5% |
| YTD | +70.4% | +20.4% | +50.0% | +60.0% |
| 1Y | +22.3% | +0.2% | +22.0% | +19.4% |
| 3Y | +261.2% | +208.7% | +52.5% | +159.5% |
| All | +261.2% | +194.0% | +67.2% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling