-22.8%
NU vs ARM
+17.6%
-40.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.7% | -3.9% | +1.9% |
| 7D | +6.4% | -5.3% | +11.7% | +6.9% |
| 30D | -23.3% | -30.0% | +6.7% | -19.9% |
| 3M | -10.7% | -34.1% | +23.4% | -6.2% |
| 6M | -10.4% | -12.6% | +2.2% | -14.6% |
| YTD | -26.2% | +70.4% | -96.6% | -42.6% |
| All | -22.8% | +17.6% | -40.4% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling