+199.6%
ARM vs EAT
+521.7%
-322.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +9.1% | -4.0% | +13.1% | +10.5% |
| 30D | -19.9% | -2.9% | -17.1% | -19.4% |
| 3M | -31.6% | -16.9% | -14.7% | -28.3% |
| 6M | -13.9% | +57.0% | -70.8% | -28.2% |
| YTD | +74.3% | +38.2% | +36.1% | +49.3% |
| 1Y | +35.8% | +69.3% | -33.5% | +6.6% |
| 3Y | +268.6% | +483.0% | -214.4% | +59.9% |
| All | +199.6% | +521.7% | -322.1% | +27.0% |
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