+214.0%
ARM vs ELF
+12.5%
+201.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.3% | -9.7% | -12.1% |
| 7D | -27.1% | -2.7% | -24.4% | -26.4% |
| 30D | -44.9% | +6.9% | -51.8% | -45.9% |
| 3M | -39.3% | +27.2% | -66.5% | -43.7% |
| 6M | -20.2% | +84.9% | -105.0% | -34.2% |
| YTD | +52.5% | +44.5% | +8.1% | +33.2% |
| 1Y | +4.1% | -6.8% | +10.8% | +0.6% |
| All | +214.0% | +12.5% | +201.5% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling