+311.3%
ARM vs ET
+99.1%
+212.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +11.4% | +0.4% | +11.0% | +11.1% |
| 30D | -7.4% | +6.9% | -14.3% | -11.2% |
| 3M | -24.5% | +13.1% | -37.6% | -30.6% |
| 6M | +128.7% | +18.7% | +109.9% | +99.5% |
| YTD | +139.3% | +37.4% | +101.8% | +83.0% |
| 1Y | +88.0% | +34.8% | +53.1% | +46.4% |
| All | +311.3% | +99.1% | +212.2% | +142.7% |
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