+199.6%
ARM vs ESTC
+12.2%
+187.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +8.4% |
| 30D | -19.9% | -4.2% | -15.7% | -18.4% |
| 3M | -31.6% | +2.5% | -34.1% | -32.6% |
| 6M | -13.9% | +81.5% | -95.4% | -29.6% |
| YTD | +74.3% | +16.8% | +57.5% | +61.2% |
| 1Y | +35.8% | -3.5% | +39.2% | +33.5% |
| 3Y | +268.6% | +17.7% | +250.9% | +237.6% |
| All | +199.6% | +12.2% | +187.4% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling