+296.4%
ARM vs BA
+1.5%
+294.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.5% |
| 7D | +5.5% | +1.2% | +4.3% | +4.8% |
| 30D | -8.2% | -11.6% | +3.4% | -1.7% |
| 3M | -35.9% | -2.4% | -33.5% | -35.3% |
| 6M | +103.1% | -6.6% | +109.7% | +108.7% |
| YTD | +130.6% | -2.2% | +132.9% | +131.0% |
| 1Y | +86.1% | -8.0% | +94.1% | +91.9% |
| All | +296.4% | +1.5% | +294.9% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling