+268.6%
ARM vs ETR
+155.2%
+113.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +9.1% | +1.2% | +8.0% | +9.2% |
| 30D | -19.9% | +7.0% | -27.0% | -19.2% |
| 3M | -31.6% | +4.6% | -36.2% | -31.3% |
| 6M | -13.9% | +0.1% | -14.0% | -13.7% |
| YTD | +74.3% | +23.2% | +51.1% | +77.4% |
| 1Y | +35.8% | +20.6% | +15.2% | +38.0% |
| 3Y | +268.6% | +156.3% | +112.3% | +505.3% |
| All | +268.6% | +155.2% | +113.4% | +505.3% |
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