+17.2%
ARM vs ESI
+18.3%
-1.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.0% |
| 7D | -10.4% | -6.6% | -3.8% | -4.2% |
| 30D | -31.8% | -9.8% | -22.0% | -24.8% |
| 3M | -32.2% | -11.9% | -20.3% | -23.3% |
| 6M | -14.9% | -25.1% | +10.2% | +8.3% |
| YTD | +66.0% | +31.9% | +34.1% | +56.1% |
| 1Y | +17.2% | +19.2% | -2.0% | +14.2% |
| All | +17.2% | +18.3% | -1.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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