+162.2%
ARM vs ED
+46.5%
+115.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.9% | -14.0% | -12.1% |
| 7D | -27.1% | +5.2% | -32.3% | -22.8% |
| 30D | -44.9% | +15.5% | -60.4% | -35.4% |
| 3M | -39.3% | +13.0% | -52.3% | -30.4% |
| 6M | -20.2% | +13.1% | -33.3% | -6.3% |
| YTD | +52.5% | +25.3% | +27.2% | +96.1% |
| 1Y | +4.1% | +30.5% | -26.5% | +38.9% |
| 3Y | +211.7% | +49.3% | +162.4% | +359.5% |
| All | +162.2% | +46.5% | +115.7% | +287.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling