+162.2%
ARM vs ES
+30.7%
+131.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.1% | -15.1% | -12.8% |
| 7D | -27.1% | +5.9% | -33.0% | -26.6% |
| 30D | -44.9% | +10.2% | -55.1% | -44.2% |
| 3M | -39.3% | +0.4% | -39.7% | -39.1% |
| 6M | -20.2% | +6.9% | -27.0% | -19.6% |
| YTD | +52.5% | +10.5% | +42.0% | +53.9% |
| 1Y | +4.1% | +3.2% | +0.9% | +4.8% |
| 3Y | +211.7% | +49.0% | +162.6% | +188.5% |
| All | +162.2% | +30.7% | +131.5% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling