-20.2%
ARM vs BBWI
+21.4%
-41.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -6.2% | -6.9% | -12.3% |
| 7D | -27.1% | -3.1% | -24.1% | -26.7% |
| 30D | -44.9% | +23.1% | -68.0% | -46.2% |
| 3M | -39.3% | +7.3% | -46.6% | -39.3% |
| 6M | -20.2% | +22.6% | -42.8% | -21.9% |
| All | -20.2% | +21.4% | -41.6% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling