+86.1%
ARM vs ETR
+23.8%
+62.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.9% |
| 7D | +5.5% | +1.4% | +4.0% | +5.6% |
| 30D | -8.2% | +1.0% | -9.2% | -8.1% |
| 3M | -35.9% | -1.3% | -34.7% | -36.0% |
| 6M | +103.1% | +1.9% | +101.2% | +102.0% |
| YTD | +130.6% | +18.2% | +112.5% | +111.1% |
| 1Y | +86.1% | +24.7% | +61.4% | +68.2% |
| All | +86.1% | +23.8% | +62.2% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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