+185.4%
ARM vs EQT
+25.0%
+160.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.3% |
| 7D | -10.4% | -3.8% | -6.5% | -8.8% |
| 30D | -31.8% | -1.3% | -30.6% | -31.6% |
| 3M | -32.2% | -3.5% | -28.7% | -31.5% |
| 6M | -14.9% | -6.5% | -8.4% | -13.6% |
| YTD | +66.0% | -1.8% | +67.9% | +63.0% |
| 1Y | +17.2% | -10.7% | +27.9% | +20.6% |
| 3Y | +247.2% | +38.5% | +208.7% | +164.2% |
| All | +185.4% | +25.0% | +160.4% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling