+162.2%
ARM vs SE
+90.4%
+71.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.7% | -7.4% | -10.9% |
| 7D | -27.1% | -1.2% | -25.9% | -26.6% |
| 30D | -44.9% | -21.7% | -23.2% | -39.5% |
| 3M | -39.3% | -34.2% | -5.1% | -29.6% |
| 6M | -20.2% | -10.5% | -9.7% | -19.6% |
| YTD | +52.5% | -40.7% | +93.2% | +79.6% |
| 1Y | +4.1% | -52.1% | +56.1% | +33.9% |
| 3Y | +211.7% | +68.9% | +142.8% | +154.0% |
| All | +162.2% | +90.4% | +71.8% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling