+10.3%
ARM vs ELF
+29.9%
-19.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.2% |
| 7D | -15.2% | +4.0% | -19.2% | -16.0% |
| 30D | -40.7% | +10.6% | -51.3% | -42.1% |
| 3M | -39.1% | +25.8% | -64.9% | -42.6% |
| 6M | -26.4% | +89.1% | -115.5% | -36.6% |
| YTD | +59.7% | +52.7% | +7.0% | +40.4% |
| 1Y | +10.3% | +51.7% | -41.4% | -3.5% |
| All | +10.3% | +29.9% | -19.5% | -3.5% |
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