+17.2%
ARM vs BB
+98.3%
-81.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -10.4% | +11.6% | -22.0% | -13.9% |
| 30D | -31.8% | +2.6% | -34.4% | -32.4% |
| 3M | -32.2% | +3.5% | -35.8% | -33.5% |
| 6M | -14.9% | +43.5% | -58.4% | -23.4% |
| YTD | +66.0% | +141.2% | -75.1% | +21.9% |
| 1Y | +17.2% | +97.4% | -80.2% | -10.4% |
| All | +17.2% | +98.3% | -81.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling