+199.6%
ARM vs ENB
+65.5%
+134.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | +9.1% | +3.1% | +6.0% | +8.9% |
| 30D | -19.9% | +2.1% | -22.1% | -20.0% |
| 3M | -31.6% | -4.4% | -27.2% | -31.1% |
| 6M | -13.9% | -10.1% | -3.8% | -13.0% |
| YTD | +74.3% | +5.2% | +69.1% | +66.4% |
| 1Y | +35.8% | +4.2% | +31.5% | +30.0% |
| 3Y | +268.6% | +70.1% | +198.5% | +156.0% |
| All | +199.6% | +65.5% | +134.1% | +109.0% |
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 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