+199.6%
ARM vs BAX
-30.6%
+230.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -19.9% | +4.1% | -24.0% | -21.2% |
| 3M | -31.6% | -4.5% | -27.1% | -30.7% |
| 6M | -13.9% | +49.2% | -63.1% | -28.8% |
| YTD | +74.3% | +35.2% | +39.1% | +47.1% |
| 1Y | +35.8% | +38.3% | -2.5% | +12.7% |
| 3Y | +268.6% | -19.0% | +287.6% | +302.2% |
| All | +199.6% | -30.6% | +230.2% | +236.9% |
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