+19.3%
ARM vs ES
-1.6%
+20.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -4.6% |
| 7D | -18.7% | +5.3% | -24.0% | -17.4% |
| 30D | -36.7% | +8.9% | -45.6% | -35.1% |
| 3M | -31.6% | -1.9% | -29.7% | -31.6% |
| 6M | -5.6% | +3.9% | -9.5% | -4.7% |
| YTD | +75.5% | +8.3% | +67.2% | +77.9% |
| 1Y | +19.3% | -0.1% | +19.5% | +20.1% |
| All | +19.3% | -1.6% | +20.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling