+219.8%
ARM vs BBWI
-34.2%
+254.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.7% | +12.0% |
| 7D | +6.0% | -7.7% | +13.8% | +8.5% |
| 30D | -20.3% | +24.8% | -45.1% | -25.4% |
| 3M | -24.4% | +16.2% | -40.6% | -28.4% |
| 6M | -4.4% | +15.8% | -20.2% | -10.6% |
| YTD | +86.0% | +11.4% | +74.6% | +73.8% |
| 1Y | +35.8% | +3.2% | +32.6% | +28.2% |
| 3Y | +289.1% | -23.5% | +312.6% | +282.7% |
| All | +219.8% | -34.2% | +254.0% | +243.4% |
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