+162.2%
ARM vs ESTC
+7.2%
+155.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.1% | -7.0% | -11.2% |
| 7D | -27.1% | -18.5% | -8.6% | -22.2% |
| 30D | -44.9% | -11.0% | -33.9% | -42.6% |
| 3M | -39.3% | +20.8% | -60.1% | -43.4% |
| 6M | -20.2% | +67.9% | -88.1% | -33.5% |
| YTD | +52.5% | +11.6% | +40.9% | +43.0% |
| 1Y | +4.1% | -3.3% | +7.3% | +1.8% |
| 3Y | +211.7% | +16.4% | +195.3% | +186.6% |
| All | +162.2% | +7.2% | +155.0% | +147.4% |
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 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