-16.0%
NOW vs ARM
+208.9%
-224.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.1% | +7.1% | -4.4% |
| 7D | -6.7% | -27.1% | +20.5% | -3.2% |
| 30D | -25.8% | -44.9% | +19.1% | -20.7% |
| 3M | -12.7% | -39.3% | +26.6% | -8.2% |
| 6M | +11.2% | -20.2% | +31.4% | +10.0% |
| YTD | -33.2% | +52.5% | -85.7% | -41.0% |
| 1Y | -41.8% | +4.1% | -45.9% | -45.3% |
| All | -16.0% | +208.9% | -224.9% | -30.3% |
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