+174.6%
ARM vs ESTC
+9.6%
+165.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.0% |
| 7D | -15.2% | -11.5% | -3.7% | -11.8% |
| 30D | -40.7% | -7.5% | -33.1% | -39.0% |
| 3M | -39.1% | +23.1% | -62.1% | -43.6% |
| 6M | -26.4% | +75.3% | -101.7% | -39.4% |
| YTD | +59.7% | +14.1% | +45.6% | +48.8% |
| 1Y | +10.3% | -0.6% | +10.9% | +7.0% |
| 3Y | +228.9% | +20.8% | +208.0% | +199.7% |
| All | +174.6% | +9.6% | +165.0% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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