+296.4%
ARM vs BAX
-30.5%
+326.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.5% |
| 7D | +5.5% | -1.1% | +6.6% | +5.9% |
| 30D | -8.2% | -5.5% | -2.7% | -6.4% |
| 3M | -35.9% | +33.5% | -69.5% | -44.0% |
| 6M | +103.1% | +35.9% | +67.3% | +74.6% |
| YTD | +130.6% | +35.4% | +95.3% | +95.2% |
| 1Y | +86.1% | +9.8% | +76.3% | +73.1% |
| All | +296.4% | -30.5% | +326.9% | +347.1% |
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