+296.4%
ARM vs EQT
+32.2%
+264.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.3% |
| 7D | +5.5% | +1.1% | +4.4% | +4.9% |
| 30D | -8.2% | +7.7% | -15.9% | -11.3% |
| 3M | -35.9% | +0.2% | -36.1% | -36.4% |
| 6M | +103.1% | -9.5% | +112.6% | +111.1% |
| YTD | +130.6% | +3.8% | +126.8% | +122.0% |
| 1Y | +86.1% | +7.8% | +78.3% | +74.5% |
| All | +296.4% | +32.2% | +264.3% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling