+199.6%
ARM vs EOSE
-24.8%
+224.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.2% | -5.8% |
| 7D | +9.1% | +9.8% | -0.7% | +6.9% |
| 30D | -19.9% | -2.1% | -17.9% | -20.2% |
| 3M | -31.6% | -54.1% | +22.5% | -21.5% |
| 6M | -13.9% | -76.9% | +63.1% | +11.6% |
| YTD | +74.3% | -83.3% | +157.6% | +126.4% |
| 1Y | +35.8% | -87.4% | +123.2% | +83.0% |
| 3Y | +268.6% | +61.9% | +206.7% | +185.1% |
| All | +199.6% | -24.8% | +224.4% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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