+20.3%
ARM vs ED
+24.7%
-4.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.5% |
| 7D | -5.3% | -0.1% | -5.3% | -4.9% |
| 30D | -30.0% | +11.6% | -41.6% | -15.9% |
| 3M | -34.1% | +10.5% | -44.6% | -22.0% |
| 6M | -12.6% | +13.2% | -25.9% | +9.5% |
| YTD | +70.4% | +22.1% | +48.3% | +126.9% |
| All | +20.3% | +24.7% | -4.4% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling