+296.4%
ARM vs ET
+99.0%
+197.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | +5.5% | +0.9% | +4.6% | +4.9% |
| 30D | -8.2% | +7.5% | -15.7% | -12.2% |
| 3M | -35.9% | +11.4% | -47.3% | -40.5% |
| 6M | +103.1% | +18.5% | +84.6% | +77.4% |
| YTD | +130.6% | +37.4% | +93.2% | +76.5% |
| 1Y | +86.1% | +30.9% | +55.1% | +48.5% |
| All | +296.4% | +99.0% | +197.4% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling