+311.3%
ARM vs ETN
+96.2%
+215.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +1.0% |
| 7D | +11.4% | +8.0% | +3.3% | +3.1% |
| 30D | -7.4% | -5.9% | -1.5% | -1.6% |
| 3M | -24.5% | +5.0% | -29.5% | -28.3% |
| 6M | +128.7% | +22.4% | +106.2% | +86.1% |
| YTD | +139.3% | +33.6% | +105.6% | +74.5% |
| 1Y | +88.0% | +22.1% | +65.8% | +49.8% |
| All | +311.3% | +96.2% | +215.1% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling