+19.3%
ARM vs EOG
+45.9%
-26.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -8.5% |
| 7D | -18.7% | -8.6% | -10.1% | -23.1% |
| 30D | -36.7% | +2.8% | -39.4% | -34.9% |
| 3M | -31.6% | +3.2% | -34.8% | -28.8% |
| 6M | -5.6% | +5.3% | -11.0% | +1.9% |
| YTD | +75.5% | +44.5% | +31.0% | +90.0% |
| 1Y | +19.3% | +44.2% | -24.8% | +32.2% |
| All | +19.3% | +45.9% | -26.6% | +32.2% |
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