-16.9%
NU vs ARM
-24.7%
+7.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | +2.0% |
| 7D | +3.6% | -15.2% | +18.8% | +5.1% |
| 30D | -22.8% | -40.7% | +17.9% | -18.6% |
| 3M | -14.8% | -39.1% | +24.3% | -10.6% |
| 6M | -16.9% | -26.4% | +9.5% | -19.3% |
| All | -16.9% | -24.7% | +7.8% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling