+86.1%
ARM vs EOG
+24.8%
+61.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.7% |
| 7D | +5.5% | +1.3% | +4.2% | +6.1% |
| 30D | -8.2% | +8.2% | -16.4% | -4.7% |
| 3M | -35.9% | +3.8% | -39.8% | -33.1% |
| 6M | +103.1% | +15.3% | +87.8% | +106.1% |
| YTD | +130.6% | +41.7% | +88.9% | +118.5% |
| 1Y | +86.1% | +23.6% | +62.5% | +98.2% |
| All | +86.1% | +24.8% | +61.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling