+174.6%
ARM vs BBWI
-35.2%
+209.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.0% | +5.6% |
| 7D | -15.2% | -6.2% | -9.0% | -13.7% |
| 30D | -40.7% | +19.9% | -60.6% | -43.9% |
| 3M | -39.1% | +7.1% | -46.2% | -40.9% |
| 6M | -26.4% | +13.7% | -40.1% | -30.9% |
| YTD | +59.7% | +9.6% | +50.2% | +49.8% |
| 1Y | +10.3% | -1.6% | +12.0% | +5.8% |
| 3Y | +228.9% | -25.9% | +254.7% | +226.9% |
| All | +174.6% | -35.2% | +209.9% | +196.1% |
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 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