+199.6%
ARM vs EOG
+31.8%
+167.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -4.8% |
| 7D | +9.1% | +7.6% | +1.5% | +8.3% |
| 30D | -19.9% | +3.4% | -23.3% | -20.3% |
| 3M | -31.6% | +12.7% | -44.3% | -32.7% |
| 6M | -13.9% | +19.0% | -32.9% | -17.0% |
| YTD | +74.3% | +55.6% | +18.7% | +45.8% |
| 1Y | +35.8% | +49.5% | -13.7% | +15.8% |
| 3Y | +268.6% | +43.2% | +225.4% | +203.5% |
| All | +199.6% | +31.8% | +167.8% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling