+228.9%
ARM vs BB
+132.4%
+96.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.4% | +0.3% | +3.1% |
| 7D | -15.2% | +3.8% | -19.0% | -16.4% |
| 30D | -40.7% | -0.3% | -40.3% | -40.6% |
| 3M | -39.1% | -0.5% | -38.6% | -39.5% |
| 6M | -26.4% | +45.9% | -72.3% | -37.4% |
| YTD | +59.7% | +130.6% | -70.9% | +13.4% |
| 1Y | +10.3% | +89.2% | -78.8% | -16.2% |
| 3Y | +228.9% | +137.5% | +91.4% | +105.7% |
| All | +228.9% | +132.4% | +96.4% | +105.7% |
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