+35.8%
ARM vs EL
+25.2%
+10.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -1.0% | +13.0% | +12.2% |
| 7D | +6.0% | +0.3% | +5.8% | +6.1% |
| 30D | -20.3% | +12.3% | -32.6% | -22.0% |
| 3M | -24.4% | +28.4% | -52.8% | -27.9% |
| 6M | -4.4% | +36.7% | -41.1% | -11.3% |
| YTD | +86.0% | +8.4% | +77.7% | +63.4% |
| 1Y | +35.8% | +25.4% | +10.4% | +14.3% |
| All | +35.8% | +25.2% | +10.6% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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