+185.4%
ARM vs BAX
-28.9%
+214.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | +3.6% | -14.0% | -11.4% |
| 30D | -31.8% | +8.5% | -40.3% | -33.9% |
| 3M | -32.2% | -4.9% | -27.4% | -31.2% |
| 6M | -14.9% | +47.0% | -61.9% | -29.1% |
| YTD | +66.0% | +38.4% | +27.6% | +38.9% |
| 1Y | +17.2% | +49.1% | -31.9% | -6.2% |
| 3Y | +247.2% | -14.9% | +262.1% | +271.7% |
| All | +185.4% | -28.9% | +214.3% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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