+5.4%
ARM vs ENB
+7.9%
-2.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.4% | -11.7% | -13.8% |
| 7D | -27.1% | -2.4% | -24.8% | -28.1% |
| 30D | -44.9% | +3.4% | -48.3% | -43.7% |
| 3M | -39.3% | -6.1% | -33.2% | -40.6% |
| 6M | -20.2% | -10.0% | -10.1% | -23.4% |
| YTD | +52.5% | +4.7% | +47.9% | +51.4% |
| All | +5.4% | +7.9% | -2.6% | +5.4% |
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