+193.0%
ARM vs BAX
-28.9%
+221.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +5.8% |
| 7D | -5.3% | +9.0% | -14.4% | -8.1% |
| 30D | -30.0% | +8.5% | -38.5% | -32.1% |
| 3M | -34.1% | -4.1% | -30.0% | -33.3% |
| 6M | -12.6% | +46.9% | -59.6% | -27.2% |
| YTD | +70.4% | +38.4% | +32.0% | +42.6% |
| 1Y | +22.3% | +47.0% | -24.7% | -1.4% |
| 3Y | +261.2% | -14.9% | +276.1% | +286.7% |
| All | +193.0% | -28.9% | +221.9% | +226.7% |
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