+34.3%
ARM vs ENB
+3.4%
+30.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.6% |
| 7D | +19.8% | 0.0% | +19.8% | +19.8% |
| 30D | -21.8% | +1.4% | -23.1% | -21.0% |
| 3M | -26.5% | -5.2% | -21.3% | -27.6% |
| 6M | -3.9% | -9.9% | +6.0% | -7.5% |
| YTD | +82.8% | +4.7% | +78.1% | +79.8% |
| 1Y | +34.3% | +2.8% | +31.5% | +32.3% |
| All | +34.3% | +3.4% | +30.9% | +32.3% |
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