+199.6%
ARM vs BBY
+66.3%
+133.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -4.9% |
| 7D | +9.1% | +4.5% | +4.7% | +7.2% |
| 30D | -19.9% | +16.8% | -36.8% | -25.4% |
| 3M | -31.6% | +23.2% | -54.8% | -38.4% |
| 6M | -13.9% | +91.9% | -105.8% | -38.9% |
| YTD | +74.3% | +61.6% | +12.7% | +32.6% |
| 1Y | +35.8% | +43.9% | -8.1% | +9.8% |
| 3Y | +268.6% | +88.6% | +180.0% | +124.4% |
| All | +199.6% | +66.3% | +133.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling