+174.6%
ARM vs EL
-24.3%
+198.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.1% |
| 7D | -15.2% | +0.8% | -16.0% | -15.4% |
| 30D | -40.7% | +16.5% | -57.2% | -43.4% |
| 3M | -39.1% | +29.2% | -68.3% | -44.1% |
| 6M | -26.4% | +27.9% | -54.3% | -32.8% |
| YTD | +59.7% | +6.2% | +53.6% | +50.8% |
| 1Y | +10.3% | +27.2% | -16.8% | -2.3% |
| 3Y | +228.9% | +3.2% | +225.6% | +183.9% |
| All | +174.6% | -24.3% | +198.9% | +153.5% |
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