+296.4%
ARM vs SE
+182.2%
+114.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | +5.5% | -6.1% | +11.5% | +7.9% |
| 30D | -8.2% | -2.5% | -5.7% | -8.3% |
| 3M | -35.9% | +21.7% | -57.6% | -41.9% |
| 6M | +103.1% | +27.0% | +76.1% | +78.7% |
| YTD | +130.6% | -12.1% | +142.8% | +134.1% |
| 1Y | +86.1% | -40.9% | +127.0% | +122.9% |
| All | +296.4% | +182.2% | +114.2% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling