+296.4%
ARM vs BAH
-31.9%
+328.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.1% |
| 7D | +5.5% | -3.2% | +8.7% | +5.9% |
| 30D | -8.2% | +2.0% | -10.2% | -8.5% |
| 3M | -35.9% | -7.6% | -28.3% | -34.9% |
| 6M | +103.1% | -5.7% | +108.8% | +104.7% |
| YTD | +130.6% | -11.7% | +142.3% | +133.9% |
| 1Y | +86.1% | -27.4% | +113.4% | +96.2% |
| All | +296.4% | -31.9% | +328.3% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling