+35.8%
ARM vs ELF
+53.2%
-17.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -5.6% |
| 7D | +9.1% | +1.6% | +7.5% | +8.7% |
| 30D | -19.9% | +9.1% | -29.1% | -21.5% |
| 3M | -31.6% | +28.2% | -59.8% | -35.6% |
| 6M | -13.9% | +119.5% | -133.4% | -27.9% |
| YTD | +74.3% | +55.2% | +19.1% | +55.1% |
| 1Y | +35.8% | +58.6% | -22.8% | +19.5% |
| All | +35.8% | +53.2% | -17.4% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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