+162.2%
ARM vs EL
-25.9%
+188.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.9% | -9.2% | -11.9% |
| 7D | -27.1% | -1.1% | -26.1% | -26.9% |
| 30D | -44.9% | +15.3% | -60.2% | -47.3% |
| 3M | -39.3% | +24.2% | -63.5% | -43.6% |
| 6M | -20.2% | +30.9% | -51.0% | -27.7% |
| YTD | +52.5% | +3.9% | +48.6% | +44.9% |
| 1Y | +4.1% | +19.9% | -15.8% | -6.1% |
| 3Y | +211.7% | +2.5% | +209.2% | +170.5% |
| All | +162.2% | -25.9% | +188.1% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling