+296.4%
ARM vs ESI
+91.4%
+205.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +1.3% |
| 7D | +5.5% | +3.3% | +2.1% | +2.5% |
| 30D | -8.2% | -5.9% | -2.3% | -3.0% |
| 3M | -35.9% | -14.1% | -21.8% | -26.4% |
| 6M | +103.1% | +6.6% | +96.5% | +93.1% |
| YTD | +130.6% | +45.0% | +85.6% | +64.1% |
| 1Y | +86.1% | +41.5% | +44.6% | +33.8% |
| All | +296.4% | +91.4% | +205.0% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling