+147.0%
NOK vs ARM
+265.0%
-118.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.6% |
| 7D | +5.4% | +9.1% | -3.8% | +3.5% |
| 30D | -14.1% | -19.9% | +5.8% | -10.4% |
| 3M | -23.6% | -31.6% | +8.0% | -18.2% |
| 6M | -45.1% | -13.9% | -31.3% | -42.3% |
| YTD | +24.7% | +74.3% | -49.6% | +22.1% |
| 1Y | +19.0% | +35.8% | -16.8% | +19.0% |
| 3Y | +147.0% | +268.6% | -121.6% | +91.1% |
| All | +147.0% | +265.0% | -118.0% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling