+18.4%
NOK vs ARM
+14.5%
+3.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.9% |
| 7D | -2.7% | -10.4% | +7.7% | +1.5% |
| 30D | -20.4% | -31.8% | +11.5% | -7.9% |
| 3M | -9.6% | -32.2% | +22.6% | +4.0% |
| 6M | -35.6% | -14.9% | -20.7% | -26.7% |
| YTD | +27.5% | +66.0% | -38.5% | +26.8% |
| 1Y | +18.4% | +17.2% | +1.2% | +26.4% |
| All | +18.4% | +14.5% | +3.8% | +26.4% |
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