+185.4%
ARM vs ETN
+65.1%
+120.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.4% |
| 7D | -10.4% | -9.3% | -1.1% | -0.9% |
| 30D | -31.8% | -17.3% | -14.5% | -16.8% |
| 3M | -32.2% | -20.1% | -12.1% | -13.7% |
| 6M | -14.9% | -11.3% | -3.6% | -3.0% |
| YTD | +66.0% | +12.5% | +53.5% | +46.3% |
| 1Y | +17.2% | -5.6% | +22.8% | +24.3% |
| 3Y | +247.2% | +65.6% | +181.6% | +117.0% |
| All | +185.4% | +65.1% | +120.3% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling