+199.6%
ARM vs SE
+89.7%
+109.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.1% |
| 7D | +9.1% | -0.5% | +9.6% | +9.1% |
| 30D | -19.9% | -20.9% | +1.0% | -12.5% |
| 3M | -31.6% | -38.9% | +7.3% | -17.9% |
| 6M | -13.9% | -19.4% | +5.5% | -9.1% |
| YTD | +74.3% | -40.9% | +115.2% | +105.2% |
| 1Y | +35.8% | -46.2% | +82.0% | +65.8% |
| 3Y | +268.6% | +63.7% | +204.9% | +203.3% |
| All | +199.6% | +89.7% | +109.9% | +131.6% |
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