+174.6%
ARM vs BA
-17.1%
+191.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | -15.2% | +1.1% | -16.3% | -15.7% |
| 30D | -40.7% | -7.9% | -32.8% | -38.2% |
| 3M | -39.1% | -25.3% | -13.8% | -28.6% |
| 6M | -26.4% | -24.6% | -1.8% | -14.9% |
| YTD | +59.7% | -20.1% | +79.9% | +78.4% |
| 1Y | +10.3% | -11.8% | +22.1% | +16.1% |
| 3Y | +228.9% | -10.1% | +239.0% | +188.8% |
| All | +174.6% | -17.1% | +191.7% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling