+20.3%
ARM vs ELF
+57.2%
-36.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +6.0% |
| 7D | -5.3% | +7.8% | -13.2% | -7.0% |
| 30D | -30.0% | +9.3% | -39.3% | -31.5% |
| 3M | -34.1% | +21.2% | -55.2% | -37.2% |
| 6M | -12.6% | +96.1% | -108.8% | -25.3% |
| YTD | +70.4% | +57.0% | +13.5% | +49.1% |
| All | +20.3% | +57.2% | -36.9% | +6.6% |
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