+296.4%
ARM vs ECL
+59.8%
+236.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | -2.6% | +8.1% | +6.5% |
| 30D | -8.2% | -2.2% | -6.0% | -7.6% |
| 3M | -35.9% | +10.1% | -46.0% | -39.3% |
| 6M | +103.1% | -5.7% | +108.9% | +107.3% |
| YTD | +130.6% | +7.0% | +123.7% | +122.1% |
| 1Y | +86.1% | +2.7% | +83.4% | +82.1% |
| All | +296.4% | +59.8% | +236.6% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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