+199.6%
ARM vs BBWI
-35.2%
+234.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.0% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -19.9% | +12.9% | -32.8% | -22.8% |
| 3M | -31.6% | +16.0% | -47.6% | -35.2% |
| 6M | -13.9% | +16.6% | -30.5% | -19.7% |
| YTD | +74.3% | +9.7% | +64.6% | +63.4% |
| 1Y | +35.8% | +1.5% | +34.3% | +28.7% |
| 3Y | +268.6% | -21.4% | +290.0% | +258.0% |
| All | +199.6% | -35.2% | +234.8% | +223.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling