+296.4%
ARM vs EOSE
+52.8%
+243.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.9% | -6.9% | +1.8% |
| 7D | +5.5% | +19.0% | -13.6% | +1.5% |
| 30D | -8.2% | +1.6% | -9.8% | -9.2% |
| 3M | -35.9% | -52.0% | +16.1% | -27.4% |
| 6M | +103.1% | -42.5% | +145.6% | +120.3% |
| YTD | +130.6% | -66.1% | +196.8% | +162.7% |
| 1Y | +86.1% | -47.1% | +133.2% | +92.2% |
| All | +296.4% | +52.8% | +243.7% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling