+174.6%
ARM vs ET
+78.3%
+96.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.4% | +4.5% |
| 7D | -15.2% | -7.9% | -7.4% | -10.9% |
| 30D | -40.7% | -5.9% | -34.7% | -38.4% |
| 3M | -39.1% | -5.2% | -33.8% | -37.3% |
| 6M | -26.4% | +0.3% | -26.7% | -27.6% |
| YTD | +59.7% | +23.1% | +36.7% | +30.3% |
| 1Y | +10.3% | +22.7% | -12.4% | -9.9% |
| 3Y | +228.9% | +75.4% | +153.5% | +112.4% |
| All | +174.6% | +78.3% | +96.3% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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