-13.6%
NOW vs ARM
+211.3%
-224.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.0% |
| 7D | -3.0% | -15.2% | +12.2% | -1.1% |
| 30D | -26.0% | -40.7% | +14.6% | -21.5% |
| 3M | -13.1% | -39.1% | +26.0% | -8.6% |
| 6M | +14.5% | -26.4% | +40.9% | +15.0% |
| YTD | -33.4% | +59.7% | -93.2% | -41.7% |
| 1Y | -40.6% | +10.3% | -51.0% | -44.7% |
| 3Y | -16.3% | +228.9% | -245.2% | -36.2% |
| All | -13.6% | +211.3% | -224.9% | -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 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