+247.2%
ARM vs ESTC
+19.0%
+228.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -1.5% |
| 7D | -10.4% | -3.6% | -6.8% | -9.1% |
| 30D | -31.8% | -11.2% | -20.7% | -29.0% |
| 3M | -32.2% | +14.3% | -46.6% | -35.6% |
| 6M | -14.9% | +67.0% | -81.9% | -28.7% |
| YTD | +66.0% | +15.7% | +50.4% | +54.1% |
| 1Y | +17.2% | -6.3% | +23.5% | +16.5% |
| 3Y | +247.2% | +14.5% | +232.7% | +230.3% |
| All | +247.2% | +19.0% | +228.2% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling