+174.6%
ARM vs BAX
-30.6%
+205.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | -15.2% | +12.1% | -27.4% | -18.7% |
| 30D | -40.7% | +7.6% | -48.3% | -42.3% |
| 3M | -39.1% | -4.5% | -34.6% | -38.3% |
| 6M | -26.4% | +52.0% | -78.4% | -39.9% |
| YTD | +59.7% | +35.1% | +24.6% | +34.8% |
| 1Y | +10.3% | +43.7% | -33.4% | -10.4% |
| 3Y | +228.9% | -20.9% | +249.8% | +262.2% |
| All | +174.6% | -30.6% | +205.2% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling