+219.8%
ARM vs EQT
+26.6%
+193.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.7% | +11.5% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | -20.3% | -0.7% | -19.6% | -20.2% |
| 3M | -24.4% | -2.8% | -21.6% | -23.8% |
| 6M | -4.4% | -6.1% | +1.7% | -2.9% |
| YTD | +86.0% | -0.5% | +86.6% | +81.8% |
| 1Y | +35.8% | -12.1% | +48.0% | +41.4% |
| 3Y | +289.1% | +40.4% | +248.7% | +194.6% |
| All | +219.8% | +26.6% | +193.2% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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