+19.3%
ARM vs ETN
-1.0%
+20.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.9% | +4.6% | +3.9% |
| 7D | -18.7% | -10.1% | -8.6% | -10.4% |
| 30D | -36.7% | -18.4% | -18.3% | -23.5% |
| 3M | -31.6% | -20.4% | -11.2% | -15.1% |
| 6M | -5.6% | -16.0% | +10.3% | +12.2% |
| YTD | +75.5% | +11.8% | +63.7% | +74.5% |
| 1Y | +19.3% | -5.5% | +24.8% | +30.7% |
| All | +19.3% | -1.0% | +20.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling