+17.2%
ARM vs EAT
+88.8%
-71.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.1% |
| 7D | -10.4% | -5.9% | -4.5% | -9.6% |
| 30D | -31.8% | +0.7% | -32.5% | -31.8% |
| 3M | -32.2% | -14.2% | -18.0% | -31.4% |
| 6M | -14.9% | +40.7% | -55.6% | -22.0% |
| YTD | +66.0% | +36.0% | +30.1% | +52.5% |
| 1Y | +17.2% | +83.1% | -65.8% | +11.2% |
| All | +17.2% | +88.8% | -71.6% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling