+199.6%
ARM vs ESI
+75.8%
+123.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.0% |
| 7D | +9.1% | +5.5% | +3.6% | +4.2% |
| 30D | -19.9% | -7.8% | -12.2% | -12.9% |
| 3M | -31.6% | -15.0% | -16.6% | -19.3% |
| 6M | -13.9% | -24.9% | +11.0% | +12.8% |
| YTD | +74.3% | +33.2% | +41.1% | +36.4% |
| 1Y | +35.8% | +24.9% | +10.9% | +11.9% |
| 3Y | +268.6% | +77.8% | +190.8% | +111.6% |
| All | +199.6% | +75.8% | +123.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling