+214.0%
ARM vs SE
+64.7%
+149.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.7% | -7.4% | -10.8% |
| 7D | -27.1% | -1.2% | -25.9% | -26.6% |
| 30D | -44.9% | -21.7% | -23.2% | -39.4% |
| 3M | -39.3% | -34.2% | -5.1% | -29.5% |
| 6M | -20.2% | -10.5% | -9.7% | -19.7% |
| YTD | +52.5% | -40.7% | +93.2% | +80.0% |
| 1Y | +4.1% | -52.1% | +56.1% | +34.4% |
| All | +214.0% | +64.7% | +149.3% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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