+228.9%
ARM vs ELV
-0.8%
+229.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.7% |
| 7D | -15.2% | +1.3% | -16.5% | -15.2% |
| 30D | -40.7% | +5.3% | -46.0% | -40.8% |
| 3M | -39.1% | +9.2% | -48.3% | -39.3% |
| 6M | -26.4% | +14.5% | -41.0% | -27.2% |
| YTD | +59.7% | +23.2% | +36.6% | +55.6% |
| 1Y | +10.3% | +38.0% | -27.7% | +6.6% |
| 3Y | +228.9% | -1.5% | +230.4% | +241.9% |
| All | +228.9% | -0.8% | +229.6% | +241.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling