+174.6%
ARM vs ETN
+58.8%
+115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.5% | +0.2% | +0.1% |
| 7D | -15.2% | -7.6% | -7.6% | -8.3% |
| 30D | -40.7% | -20.8% | -19.9% | -24.3% |
| 3M | -39.1% | -23.6% | -15.5% | -18.9% |
| 6M | -26.4% | -18.5% | -7.9% | -8.2% |
| YTD | +59.7% | +8.2% | +51.6% | +46.4% |
| 1Y | +10.3% | -8.7% | +19.0% | +21.0% |
| 3Y | +228.9% | +63.3% | +165.6% | +109.3% |
| All | +174.6% | +58.8% | +115.8% | +75.7% |
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