+219.8%
ARM vs EAT
+529.2%
-309.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.9% | +9.2% | +11.2% |
| 7D | +6.0% | -8.9% | +15.0% | +9.2% |
| 30D | -20.3% | +3.4% | -23.7% | -21.3% |
| 3M | -24.4% | -9.3% | -15.1% | -23.0% |
| 6M | -4.4% | +43.8% | -48.1% | -18.0% |
| YTD | +86.0% | +39.9% | +46.2% | +58.8% |
| 1Y | +35.8% | +89.7% | -53.9% | +1.7% |
| 3Y | +289.1% | +491.3% | -202.2% | +68.1% |
| All | +219.8% | +529.2% | -309.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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