+105.0%
NOK vs ARM
+211.3%
-106.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.1% | +1.8% |
| 7D | -10.5% | -15.2% | +4.7% | -7.6% |
| 30D | -27.9% | -40.7% | +12.8% | -20.4% |
| 3M | -18.8% | -39.1% | +20.3% | -11.0% |
| 6M | -41.9% | -26.4% | -15.5% | -37.5% |
| YTD | +18.4% | +59.7% | -41.4% | +17.6% |
| 1Y | +10.9% | +10.3% | +0.5% | +13.7% |
| 3Y | +137.9% | +228.9% | -91.0% | +96.8% |
| All | +105.0% | +211.3% | -106.2% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling