+261.2%
ARM vs BB
+145.9%
+115.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.5% | +1.2% | +4.6% |
| 7D | -5.3% | +15.0% | -20.3% | -10.1% |
| 30D | -30.0% | +3.5% | -33.5% | -30.9% |
| 3M | -34.1% | +2.7% | -36.7% | -35.2% |
| 6M | -12.6% | +44.7% | -57.4% | -25.3% |
| YTD | +70.4% | +143.3% | -72.8% | +19.0% |
| 1Y | +22.3% | +102.2% | -79.9% | -9.2% |
| 3Y | +261.2% | +156.1% | +105.1% | +119.8% |
| All | +261.2% | +145.9% | +115.3% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling