+296.4%
ARM vs NYT
+60.0%
+236.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +5.5% | -1.3% | +6.7% | +5.7% |
| 30D | -8.2% | +2.7% | -10.9% | -8.8% |
| 3M | -35.9% | -10.3% | -25.6% | -34.7% |
| 6M | +103.1% | -16.6% | +119.7% | +112.2% |
| YTD | +130.6% | -2.3% | +132.9% | +130.9% |
| 1Y | +86.1% | +15.0% | +71.1% | +77.0% |
| All | +296.4% | +60.0% | +236.4% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling