+162.2%
ARM vs BBWI
-33.1%
+195.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.2% | -6.9% | -11.4% |
| 7D | -27.1% | -3.1% | -24.1% | -26.5% |
| 30D | -44.9% | +23.1% | -68.0% | -48.2% |
| 3M | -39.3% | +7.3% | -46.6% | -41.1% |
| 6M | -20.2% | +22.6% | -42.8% | -26.5% |
| YTD | +52.5% | +13.3% | +39.2% | +41.8% |
| 1Y | +4.1% | -2.6% | +6.7% | +0.5% |
| 3Y | +211.7% | -25.9% | +237.6% | +210.9% |
| All | +162.2% | -33.1% | +195.2% | +180.3% |
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