+311.3%
ARM vs NYT
+61.6%
+249.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +11.4% | +0.3% | +11.0% | +11.3% |
| 30D | -7.4% | +7.0% | -14.4% | -8.9% |
| 3M | -24.5% | -7.9% | -16.6% | -23.6% |
| 6M | +128.7% | -15.0% | +143.7% | +137.8% |
| YTD | +139.3% | -1.3% | +140.5% | +139.0% |
| 1Y | +88.0% | +16.9% | +71.1% | +78.0% |
| All | +311.3% | +61.6% | +249.7% | +231.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling