+35.8%
ARM vs NYT
+16.1%
+19.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.6% |
| 7D | +9.1% | +6.5% | +2.6% | +9.2% |
| 30D | -19.9% | +8.4% | -28.4% | -19.9% |
| 3M | -31.6% | +13.9% | -45.6% | -31.9% |
| 6M | -13.9% | -4.8% | -9.1% | -11.2% |
| YTD | +74.3% | +6.2% | +68.1% | +89.1% |
| 1Y | +35.8% | +14.3% | +21.5% | +54.3% |
| All | +35.8% | +16.1% | +19.7% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling