+219.8%
ARM vs ELV
+1.1%
+218.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.1% |
| 7D | +6.0% | -1.1% | +7.1% | +6.1% |
| 30D | -20.3% | +1.8% | -22.1% | -20.4% |
| 3M | -24.4% | +10.5% | -34.9% | -24.8% |
| 6M | -4.4% | +13.5% | -17.8% | -5.5% |
| YTD | +86.0% | +24.3% | +61.7% | +80.3% |
| 1Y | +35.8% | +38.9% | -3.1% | +30.2% |
| 3Y | +289.1% | -1.5% | +290.5% | +271.3% |
| All | +219.8% | +1.1% | +218.7% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling