+193.0%
ARM vs ESI
+75.2%
+117.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.1% | +1.6% | +1.9% |
| 7D | -5.3% | -3.5% | -1.9% | -1.6% |
| 30D | -30.0% | -9.3% | -20.8% | -22.9% |
| 3M | -34.1% | -12.8% | -21.3% | -24.1% |
| 6M | -12.6% | -24.6% | +12.0% | +13.7% |
| YTD | +70.4% | +32.7% | +37.7% | +33.5% |
| 1Y | +22.3% | +20.3% | +2.0% | +4.3% |
| 3Y | +261.2% | +80.2% | +181.0% | +104.3% |
| All | +193.0% | +75.2% | +117.8% | +77.5% |
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