+19.7%
NOW vs ARM
+349.4%
-329.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.9% | -6.9% | -3.5% |
| 7D | -2.4% | +5.5% | -7.8% | -3.0% |
| 30D | +20.5% | -8.2% | +28.7% | +21.6% |
| 3M | +18.3% | -35.9% | +54.3% | +23.8% |
| 6M | +24.1% | +103.1% | -79.1% | +7.3% |
| YTD | -7.8% | +130.6% | -138.4% | -22.2% |
| 1Y | -21.4% | +86.1% | -107.5% | -31.5% |
| All | +19.7% | +349.4% | -329.7% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling