+199.6%
ARM vs ED
+46.0%
+153.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -3.2% |
| 7D | +9.1% | +2.1% | +7.1% | +11.6% |
| 30D | -19.9% | +10.4% | -30.4% | -10.2% |
| 3M | -31.6% | +12.5% | -44.2% | -21.6% |
| 6M | -13.9% | +14.9% | -28.8% | +2.5% |
| YTD | +74.3% | +24.8% | +49.5% | +123.7% |
| 1Y | +35.8% | +23.8% | +12.0% | +73.7% |
| 3Y | +268.6% | +51.6% | +217.0% | +436.1% |
| All | +199.6% | +46.0% | +153.6% | +342.7% |
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