+86.1%
ARM vs BAH
-28.2%
+114.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | +5.5% | -3.2% | +8.7% | +5.4% |
| 30D | -8.2% | +2.0% | -10.2% | -8.2% |
| 3M | -35.9% | -7.6% | -28.3% | -34.4% |
| 6M | +103.1% | -5.7% | +108.8% | +106.7% |
| YTD | +130.6% | -11.7% | +142.3% | +135.5% |
| 1Y | +86.1% | -27.4% | +113.4% | +92.3% |
| All | +86.1% | -28.2% | +114.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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