+296.4%
ARM vs BBWI
-40.9%
+337.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +3.1% |
| 7D | +5.5% | +1.5% | +3.9% | +5.0% |
| 30D | -8.2% | -5.2% | -3.0% | -7.2% |
| 3M | -35.9% | +11.1% | -47.0% | -38.6% |
| 6M | +103.1% | -13.4% | +116.5% | +107.5% |
| YTD | +130.6% | +0.1% | +130.5% | +123.5% |
| 1Y | +86.1% | -36.1% | +122.2% | +107.6% |
| All | +296.4% | -40.9% | +337.3% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling