+296.4%
ARM vs ETN
+90.9%
+205.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.5% | +0.4% |
| 7D | +5.5% | +2.0% | +3.5% | +3.4% |
| 30D | -8.2% | -7.9% | -0.3% | -0.2% |
| 3M | -35.9% | -1.6% | -34.3% | -34.7% |
| 6M | +103.1% | +16.9% | +86.2% | +73.3% |
| YTD | +130.6% | +30.1% | +100.5% | +72.9% |
| 1Y | +86.1% | +19.3% | +66.8% | +51.8% |
| All | +296.4% | +90.9% | +205.5% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling