+261.2%
ARM vs BA
-9.6%
+270.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -6.4% |
| 7D | -18.7% | +5.9% | -24.6% | -21.4% |
| 30D | -36.7% | -8.2% | -28.5% | -34.1% |
| 3M | -31.6% | -25.4% | -6.3% | -20.4% |
| 6M | -5.6% | -20.0% | +14.4% | +5.2% |
| YTD | +75.5% | -18.5% | +93.9% | +93.0% |
| 1Y | +19.3% | -10.6% | +30.0% | +24.4% |
| All | +261.2% | -9.6% | +270.8% | +229.4% |
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