+185.4%
ARM vs BBWI
-34.4%
+219.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -10.4% | -4.2% | -6.1% | -9.2% |
| 30D | -31.8% | +24.9% | -56.7% | -36.2% |
| 3M | -32.2% | +13.2% | -45.5% | -35.3% |
| 6M | -14.9% | +12.1% | -27.0% | -19.6% |
| YTD | +66.0% | +11.1% | +55.0% | +55.2% |
| 1Y | +17.2% | +0.7% | +16.5% | +11.6% |
| 3Y | +247.2% | -23.8% | +271.0% | +241.8% |
| All | +185.4% | -34.4% | +219.8% | +206.7% |
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