+251.1%
ARM vs ETR
+154.9%
+96.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -10.4% | +2.6% | -12.9% | -10.1% |
| 30D | -31.8% | +8.7% | -40.5% | -31.1% |
| 3M | -32.2% | +6.4% | -38.6% | -31.7% |
| 6M | -14.9% | +0.7% | -15.6% | -14.7% |
| YTD | +66.0% | +23.0% | +43.0% | +68.9% |
| 1Y | +17.2% | +17.9% | -0.7% | +18.8% |
| All | +251.1% | +154.9% | +96.2% | +476.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling