+235.9%
NVDA vs ARM
+265.0%
-29.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.6% |
| 7D | -12.7% | +9.1% | -21.9% | -15.3% |
| 30D | -26.4% | -19.9% | -6.5% | -21.8% |
| 3M | -27.6% | -31.6% | +4.0% | -20.5% |
| 6M | -27.7% | -13.9% | -13.9% | -29.5% |
| YTD | -12.5% | +74.3% | -86.8% | -35.1% |
| 1Y | -12.6% | +35.8% | -48.4% | -29.4% |
| 3Y | +235.9% | +268.6% | -32.7% | +130.2% |
| All | +235.9% | +265.0% | -29.1% | +130.2% |
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