+219.8%
ARM vs EOG
+28.0%
+191.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.5% | +10.6% | +11.9% |
| 7D | +6.0% | +4.6% | +1.5% | +5.6% |
| 30D | -20.3% | +2.9% | -23.2% | -20.6% |
| 3M | -24.4% | +8.0% | -32.3% | -25.2% |
| 6M | -4.4% | +17.0% | -21.4% | -7.9% |
| YTD | +86.0% | +51.1% | +34.9% | +56.1% |
| 1Y | +35.8% | +45.1% | -9.3% | +16.3% |
| 3Y | +289.1% | +39.4% | +249.6% | +221.1% |
| All | +219.8% | +28.0% | +191.8% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling