+199.6%
ARM vs BB
+60.9%
+138.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.7% |
| 7D | +9.1% | +1.8% | +7.3% | +8.6% |
| 30D | -19.9% | +8.1% | -28.1% | -22.1% |
| 3M | -31.6% | -1.0% | -30.6% | -31.8% |
| 6M | -13.9% | +45.9% | -59.8% | -26.4% |
| YTD | +74.3% | +134.8% | -60.5% | +23.4% |
| 1Y | +35.8% | +104.6% | -68.8% | +0.4% |
| 3Y | +268.6% | +152.8% | +115.8% | +130.8% |
| All | +199.6% | +60.9% | +138.7% | +87.3% |
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