+299.7%
ARM vs NYT
+58.3%
+241.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | -5.5% | +4.5% | -9.9% | -6.5% |
| 3M | -17.3% | -8.5% | -8.8% | -16.3% |
| 6M | +110.9% | -15.1% | +125.9% | +119.2% |
| YTD | +132.5% | -3.3% | +135.8% | +133.3% |
| 1Y | +64.9% | +17.0% | +47.9% | +55.8% |
| All | +299.7% | +58.3% | +241.4% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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