+219.8%
ARM vs BB
+70.0%
+149.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.8% | +9.2% | +11.0% |
| 7D | +6.0% | +7.3% | -1.3% | +3.6% |
| 30D | -20.3% | +11.2% | -31.6% | -23.3% |
| 3M | -24.4% | +4.7% | -29.1% | -26.2% |
| 6M | -4.4% | +51.1% | -55.5% | -19.4% |
| YTD | +86.0% | +148.0% | -62.0% | +29.0% |
| 1Y | +35.8% | +106.1% | -70.3% | +0.2% |
| 3Y | +289.1% | +158.2% | +130.8% | +141.2% |
| All | +219.8% | +70.0% | +149.8% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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