+162.2%
ARM vs BA
-17.5%
+179.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.5% | -10.5% | -11.7% |
| 7D | -27.1% | -0.1% | -27.0% | -27.1% |
| 30D | -44.9% | -9.1% | -35.8% | -42.2% |
| 3M | -39.3% | -28.2% | -11.1% | -27.3% |
| 6M | -20.2% | -23.1% | +3.0% | -8.6% |
| YTD | +52.5% | -20.6% | +73.1% | +70.8% |
| 1Y | +4.1% | -12.7% | +16.8% | +10.1% |
| 3Y | +211.7% | -11.6% | +223.2% | +177.7% |
| All | +162.2% | -17.5% | +179.7% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling