+174.6%
ARM vs NXT
+151.1%
+23.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +3.0% |
| 7D | -15.2% | +32.2% | -47.5% | -23.1% |
| 30D | -40.7% | +21.9% | -62.6% | -44.7% |
| 3M | -39.1% | +6.6% | -45.7% | -40.7% |
| 6M | -26.4% | -16.8% | -9.6% | -23.6% |
| YTD | +59.7% | +20.4% | +39.3% | +49.3% |
| 1Y | +10.3% | -1.5% | +11.9% | +8.1% |
| 3Y | +228.9% | +182.4% | +46.5% | +131.1% |
| All | +174.6% | +151.1% | +23.5% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling