+44.8%
NU vs ARM
+223.5%
-178.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | +1.7% |
| 7D | +3.6% | -15.2% | +18.8% | +6.2% |
| 30D | -22.8% | -40.7% | +17.9% | -16.3% |
| 3M | -14.8% | -39.1% | +24.3% | -8.6% |
| 6M | -16.9% | -26.4% | +9.5% | -16.4% |
| YTD | -28.1% | +59.7% | -87.9% | -38.5% |
| 1Y | -24.5% | +10.3% | -34.9% | -31.0% |
| 3Y | +44.8% | +228.9% | -184.1% | +11.3% |
| All | +44.8% | +223.5% | -178.7% | +11.3% |
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