+17.2%
ARM vs ETN
-5.9%
+23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.5% |
| 7D | -10.4% | -9.3% | -1.1% | -1.7% |
| 30D | -31.8% | -17.3% | -14.5% | -18.1% |
| 3M | -32.2% | -20.1% | -12.1% | -15.6% |
| 6M | -14.9% | -11.3% | -3.6% | -2.7% |
| YTD | +66.0% | +12.5% | +53.5% | +65.3% |
| 1Y | +17.2% | -5.6% | +22.8% | +28.8% |
| All | +17.2% | -5.9% | +23.2% | +28.8% |
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