+174.6%
ARM vs BAH
-20.1%
+194.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.2% | +5.1% |
| 7D | -15.2% | -3.5% | -11.7% | -15.0% |
| 30D | -40.7% | +24.3% | -64.9% | -42.1% |
| 3M | -39.1% | +16.3% | -55.4% | -40.2% |
| 6M | -26.4% | +13.6% | -40.0% | -27.3% |
| YTD | +59.7% | +3.5% | +56.3% | +59.0% |
| 1Y | +10.3% | +2.7% | +7.6% | +9.9% |
| 3Y | +228.9% | -26.6% | +255.4% | +251.3% |
| All | +174.6% | -20.1% | +194.8% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling