+162.2%
ARM vs BAH
-16.4%
+178.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.2% | -14.2% | -13.2% |
| 7D | -27.1% | +6.0% | -33.2% | -27.6% |
| 30D | -44.9% | +31.1% | -76.0% | -46.5% |
| 3M | -39.3% | +25.2% | -64.4% | -40.8% |
| 6M | -20.2% | +18.9% | -39.1% | -21.4% |
| YTD | +52.5% | +8.3% | +44.2% | +51.3% |
| 1Y | +4.1% | +6.2% | -2.1% | +3.6% |
| 3Y | +211.7% | -22.8% | +234.5% | +231.2% |
| All | +162.2% | -16.4% | +178.6% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling