+214.0%
ARM vs BB
+122.6%
+91.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.5% | -8.6% | -11.4% |
| 7D | -27.1% | -8.9% | -18.2% | -24.4% |
| 30D | -44.9% | -12.6% | -32.3% | -42.2% |
| 3M | -39.3% | -4.1% | -35.2% | -38.8% |
| 6M | -20.2% | +49.5% | -69.6% | -32.5% |
| YTD | +52.5% | +120.8% | -68.3% | +10.0% |
| 1Y | +4.1% | +76.2% | -72.1% | -18.9% |
| All | +214.0% | +122.6% | +91.4% | +99.6% |
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