+132.0%
NOK vs ARM
+88.5%
+43.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.7% | +2.4% | +5.1% |
| 7D | +7.3% | +11.4% | -4.1% | +4.0% |
| 30D | +13.8% | -7.4% | +21.2% | +16.2% |
| 3M | -27.0% | -24.5% | -2.5% | -22.9% |
| 6M | +37.6% | +128.7% | -91.1% | +31.5% |
| YTD | +64.6% | +139.3% | -74.6% | +57.1% |
| 1Y | +132.0% | +88.0% | +44.1% | +116.1% |
| All | +132.0% | +88.5% | +43.5% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling