+214.2%
ARM vs ED
+44.0%
+170.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.6% |
| 7D | +19.8% | -1.7% | +21.6% | +17.8% |
| 30D | -21.8% | +10.7% | -32.5% | -12.1% |
| 3M | -26.5% | +11.6% | -38.2% | -16.6% |
| 6M | -3.9% | +13.5% | -17.4% | +12.7% |
| YTD | +82.8% | +23.1% | +59.6% | +131.1% |
| 1Y | +34.3% | +23.1% | +11.2% | +70.3% |
| 3Y | +282.2% | +47.9% | +234.3% | +451.4% |
| All | +214.2% | +44.0% | +170.2% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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