+199.6%
ARM vs ENB
+63.2%
+136.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.6% |
| 7D | +9.1% | +1.7% | +7.4% | +9.0% |
| 30D | -19.9% | +0.7% | -20.6% | -19.9% |
| 3M | -31.6% | -5.8% | -25.8% | -31.1% |
| 6M | -13.9% | -11.3% | -2.5% | -12.9% |
| YTD | +74.3% | +3.7% | +70.6% | +66.6% |
| 1Y | +35.8% | +2.8% | +33.0% | +30.2% |
| 3Y | +268.6% | +67.7% | +200.9% | +156.3% |
| All | +199.6% | +63.2% | +136.4% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling