+174.6%
ARM vs EOSE
-31.5%
+206.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.4% | +12.2% | +6.3% |
| 7D | -15.2% | -7.9% | -7.3% | -14.0% |
| 30D | -40.7% | -43.9% | +3.2% | -33.9% |
| 3M | -39.1% | -55.8% | +16.7% | -29.5% |
| 6M | -26.4% | -73.4% | +47.0% | -6.9% |
| YTD | +59.7% | -84.8% | +144.6% | +111.7% |
| 1Y | +10.3% | -88.6% | +99.0% | +51.2% |
| 3Y | +228.9% | -2.8% | +231.6% | +169.6% |
| All | +174.6% | -31.5% | +206.1% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling