+19.3%
ARM vs BA
-12.3%
+31.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -6.3% |
| 7D | -18.7% | +5.9% | -24.6% | -21.1% |
| 30D | -36.7% | -8.2% | -28.5% | -34.1% |
| 3M | -31.6% | -25.4% | -6.3% | -20.7% |
| 6M | -5.6% | -20.0% | +14.4% | +4.7% |
| YTD | +75.5% | -18.5% | +93.9% | +88.3% |
| 1Y | +19.3% | -10.6% | +30.0% | +26.5% |
| All | +19.3% | -12.3% | +31.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 1y: compounded portfolio wealth divided by compounded BA 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…
1y analysis · Full analysis span regression · 6 months rolling