+296.4%
ARM vs ED
+29.4%
+267.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +2.6% |
| 7D | +5.5% | -0.2% | +5.6% | +5.3% |
| 30D | -8.2% | -0.1% | -8.1% | -8.4% |
| 3M | -35.9% | +3.9% | -39.9% | -32.6% |
| 6M | +103.1% | -3.0% | +106.2% | +103.2% |
| YTD | +130.6% | +10.7% | +119.9% | +158.0% |
| 1Y | +86.1% | +13.3% | +72.7% | +113.8% |
| All | +296.4% | +29.4% | +267.0% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling