+120.8%
NOK vs ARM
+223.5%
-102.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.4% |
| 7D | -2.7% | -10.4% | +7.7% | -0.6% |
| 30D | -20.4% | -31.8% | +11.5% | -14.3% |
| 3M | -9.6% | -32.2% | +22.6% | -2.8% |
| 6M | -35.6% | -14.9% | -20.7% | -31.9% |
| YTD | +27.5% | +66.0% | -38.5% | +25.7% |
| 1Y | +18.4% | +17.2% | +1.2% | +20.3% |
| 3Y | +151.8% | +247.2% | -95.4% | +106.4% |
| All | +120.8% | +223.5% | -102.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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