+261.2%
ARM vs EAT
+498.6%
-237.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.1% |
| 7D | -5.3% | -3.9% | -1.4% | -4.3% |
| 30D | -30.0% | +5.0% | -35.0% | -31.3% |
| 3M | -34.1% | -9.6% | -24.4% | -32.8% |
| 6M | -12.6% | +46.8% | -59.4% | -25.8% |
| YTD | +70.4% | +41.8% | +28.6% | +44.4% |
| 1Y | +22.3% | +98.3% | -76.0% | -10.5% |
| 3Y | +261.2% | +503.1% | -241.9% | +51.0% |
| All | +261.2% | +498.6% | -237.4% | +51.0% |
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 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