+293.2%
NVDA vs ARM
+232.1%
+61.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.7% | -11.0% | -6.3% |
| 7D | -11.6% | -5.3% | -6.2% | -10.2% |
| 30D | -22.1% | -30.0% | +8.0% | -13.8% |
| 3M | -20.1% | -34.1% | +13.9% | -11.2% |
| 6M | -16.8% | -12.6% | -4.1% | -19.2% |
| YTD | -4.0% | +70.4% | -74.4% | -28.0% |
| 1Y | -4.8% | +22.3% | -27.1% | -20.0% |
| 3Y | +281.7% | +261.2% | +20.5% | +150.3% |
| All | +293.2% | +232.1% | +61.1% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling