+174.6%
ARM vs ED
+43.0%
+131.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +2.2% |
| 7D | -15.2% | +1.6% | -16.9% | -13.3% |
| 30D | -40.7% | +13.3% | -54.0% | -31.8% |
| 3M | -39.1% | +9.7% | -48.8% | -32.2% |
| 6M | -26.4% | +12.8% | -39.2% | -14.3% |
| YTD | +59.7% | +22.3% | +37.4% | +100.5% |
| 1Y | +10.3% | +26.3% | -15.9% | +42.7% |
| 3Y | +228.9% | +45.0% | +183.8% | +375.3% |
| All | +174.6% | +43.0% | +131.6% | +296.6% |
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