+10.3%
ARM vs ENB
+5.2%
+5.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.3% | +3.4% |
| 7D | -15.2% | -5.2% | -10.0% | -17.7% |
| 30D | -40.7% | +2.2% | -42.9% | -39.8% |
| 3M | -39.1% | -8.1% | -31.0% | -41.1% |
| 6M | -26.4% | -11.2% | -15.2% | -30.1% |
| YTD | +59.7% | +2.0% | +57.8% | +56.5% |
| 1Y | +10.3% | +4.1% | +6.3% | +9.0% |
| All | +10.3% | +5.2% | +5.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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