+296.4%
ARM vs ELV
-4.5%
+300.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.0% |
| 7D | +5.5% | +3.3% | +2.1% | +5.2% |
| 30D | -8.2% | +4.2% | -12.3% | -8.5% |
| 3M | -35.9% | -0.1% | -35.9% | -35.9% |
| 6M | +103.1% | +41.3% | +61.9% | +95.0% |
| YTD | +130.6% | +17.4% | +113.2% | +124.2% |
| 1Y | +86.1% | +35.1% | +51.0% | +78.8% |
| All | +296.4% | -4.5% | +300.9% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling