+299.7%
ARM vs EQX
+152.1%
+147.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.1% | +1.3% | -2.6% |
| 7D | +4.8% | -7.0% | +11.8% | +6.6% |
| 30D | -5.5% | +4.8% | -10.3% | -6.9% |
| 3M | -17.3% | +25.6% | -43.0% | -22.1% |
| 6M | +110.9% | -25.8% | +136.7% | +119.2% |
| YTD | +132.5% | -12.7% | +145.3% | +131.8% |
| 1Y | +64.9% | +14.1% | +50.8% | +54.6% |
| All | +299.7% | +152.1% | +147.6% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling