+174.6%
ARM vs ES
+26.9%
+147.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.4% |
| 7D | -15.2% | +1.9% | -17.1% | -15.0% |
| 30D | -40.7% | +7.1% | -47.7% | -40.2% |
| 3M | -39.1% | -1.9% | -37.1% | -39.1% |
| 6M | -26.4% | +4.4% | -30.8% | -26.1% |
| YTD | +59.7% | +7.3% | +52.4% | +60.6% |
| 1Y | +10.3% | +2.1% | +8.2% | +10.7% |
| 3Y | +228.9% | +41.8% | +187.0% | +206.0% |
| All | +174.6% | +26.9% | +147.7% | +162.6% |
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