+193.0%
ARM vs ENB
+62.3%
+130.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.6% |
| 7D | -5.3% | -3.7% | -1.7% | -5.1% |
| 30D | -30.0% | +1.7% | -31.8% | -30.1% |
| 3M | -34.1% | -6.3% | -27.8% | -33.5% |
| 6M | -12.6% | -9.2% | -3.5% | -12.4% |
| YTD | +70.4% | +3.1% | +67.3% | +62.9% |
| 1Y | +22.3% | +3.4% | +18.9% | +16.7% |
| 3Y | +261.2% | +68.9% | +192.3% | +148.6% |
| All | +193.0% | +62.3% | +130.7% | +104.6% |
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