+296.4%
ARM vs ENB
+71.5%
+225.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.0% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | -8.2% | -2.2% | -6.0% | -8.0% |
| 3M | -35.9% | -10.5% | -25.4% | -34.9% |
| 6M | +103.1% | -5.1% | +108.2% | +102.4% |
| YTD | +130.6% | +9.0% | +121.7% | +118.8% |
| 1Y | +86.1% | +8.2% | +77.9% | +76.5% |
| All | +296.4% | +71.5% | +225.0% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling