+228.9%
ARM vs EAT
+486.0%
-257.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.6% |
| 7D | -15.2% | -2.6% | -12.6% | -14.6% |
| 30D | -40.7% | +11.5% | -52.2% | -42.8% |
| 3M | -39.1% | -9.1% | -30.0% | -38.0% |
| 6M | -26.4% | +40.4% | -66.8% | -36.4% |
| YTD | +59.7% | +43.9% | +15.8% | +34.9% |
| 1Y | +10.3% | +101.9% | -91.6% | -19.6% |
| 3Y | +228.9% | +489.9% | -261.0% | +36.7% |
| All | +228.9% | +486.0% | -257.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling