+162.2%
ARM vs ENB
+64.7%
+97.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.4% | -11.7% | -13.0% |
| 7D | -27.1% | -2.4% | -24.8% | -27.0% |
| 30D | -44.9% | +3.4% | -48.3% | -45.0% |
| 3M | -39.3% | -6.1% | -33.2% | -38.7% |
| 6M | -20.2% | -10.0% | -10.1% | -19.5% |
| YTD | +52.5% | +4.7% | +47.9% | +45.7% |
| 1Y | +4.1% | +7.5% | -3.4% | -1.8% |
| 3Y | +211.7% | +69.1% | +142.6% | +116.7% |
| All | +162.2% | +64.7% | +97.5% | +83.0% |
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