-12.9%
NOW vs ARM
+232.1%
-245.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | 0.0% |
| 7D | -3.1% | -5.3% | +2.3% | -2.5% |
| 30D | -27.0% | -30.0% | +3.0% | -24.0% |
| 3M | -17.7% | -34.1% | +16.4% | -14.3% |
| 6M | +12.7% | -12.6% | +25.3% | +10.7% |
| YTD | -32.9% | +70.4% | -103.4% | -41.8% |
| 1Y | -40.4% | +22.3% | -62.6% | -45.3% |
| 3Y | -17.1% | +261.2% | -278.3% | -37.7% |
| All | -12.9% | +232.1% | -245.0% | -32.2% |
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