+193.0%
ARM vs BBWI
-34.0%
+227.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.8% | +6.2% |
| 7D | -5.3% | -6.2% | +0.8% | -3.6% |
| 30D | -30.0% | +25.5% | -55.5% | -34.6% |
| 3M | -34.1% | +8.0% | -42.0% | -36.2% |
| 6M | -12.6% | +12.7% | -25.3% | -17.6% |
| YTD | +70.4% | +11.6% | +58.8% | +59.1% |
| 1Y | +22.3% | -0.9% | +23.2% | +17.1% |
| 3Y | +261.2% | -22.7% | +283.9% | +253.8% |
| All | +193.0% | -34.0% | +227.0% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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