+214.2%
ARM vs BBWI
-36.1%
+250.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.0% |
| 7D | +19.8% | -4.5% | +24.4% | +21.3% |
| 30D | -21.8% | +17.1% | -38.9% | -25.5% |
| 3M | -26.5% | +17.5% | -44.0% | -30.6% |
| 6M | -3.9% | +12.8% | -16.7% | -9.5% |
| YTD | +82.8% | +8.2% | +74.6% | +72.1% |
| 1Y | +34.3% | -1.8% | +36.1% | +28.8% |
| 3Y | +282.2% | -25.8% | +308.0% | +279.0% |
| All | +214.2% | -36.1% | +250.3% | +240.1% |
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