+315.5%
ARM vs ETN
+92.9%
+222.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +2.7% |
| 7D | +12.5% | +6.2% | +6.3% | +5.9% |
| 30D | -1.4% | -6.7% | +5.3% | +5.7% |
| 3M | -18.7% | +3.6% | -22.3% | -21.8% |
| 6M | +124.6% | +18.3% | +106.3% | +89.1% |
| YTD | +141.7% | +31.5% | +110.3% | +79.2% |
| 1Y | +87.7% | +20.6% | +67.1% | +51.4% |
| All | +315.5% | +92.9% | +222.6% | +115.1% |
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