+0.7%
NU vs ARM
+88.5%
-87.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | +6.0% | +11.4% | -5.4% | +4.4% |
| 30D | +10.8% | -7.4% | +18.2% | +11.8% |
| 3M | +32.2% | -24.5% | +56.7% | +35.5% |
| 6M | +5.1% | +128.7% | -123.5% | -16.2% |
| YTD | -8.4% | +139.3% | -147.7% | -27.3% |
| 1Y | +0.7% | +88.0% | -87.2% | -14.5% |
| All | +0.7% | +88.5% | -87.8% | -14.5% |
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