+87.7%
ARM vs ETN
+20.0%
+67.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +2.5% |
| 7D | +12.5% | +6.2% | +6.3% | +6.8% |
| 30D | -1.4% | -6.7% | +5.3% | +4.7% |
| 3M | -18.7% | +3.6% | -22.3% | -20.9% |
| 6M | +124.6% | +18.3% | +106.3% | +100.7% |
| YTD | +141.7% | +31.5% | +110.3% | +97.6% |
| 1Y | +87.7% | +20.6% | +67.1% | +69.5% |
| All | +87.7% | +20.0% | +67.7% | +69.5% |
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