+296.4%
ARM vs EIX
-7.8%
+304.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.9% |
| 7D | +5.5% | -19.1% | +24.6% | +6.0% |
| 30D | -8.2% | -16.9% | +8.7% | -7.8% |
| 3M | -35.9% | -20.0% | -15.9% | -35.7% |
| 6M | +103.1% | -21.3% | +124.4% | +103.8% |
| YTD | +130.6% | -1.7% | +132.3% | +124.7% |
| 1Y | +86.1% | +9.6% | +76.5% | +78.0% |
| All | +296.4% | -7.8% | +304.2% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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