+296.4%
ARM vs ETR
+141.2%
+155.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +103.5% |
| YTD | +130.6% | +18.2% | +112.5% | +132.0% |
| 1Y | +86.1% | +24.7% | +61.4% | +88.4% |
| All | +296.4% | +141.2% | +155.3% | +432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling