+315.5%
ARM vs BBY
+39.2%
+276.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +12.5% | +1.2% | +11.3% | +11.9% |
| 30D | -1.4% | +6.8% | -8.1% | -4.8% |
| 3M | -18.7% | +18.7% | -37.4% | -26.2% |
| 6M | +124.6% | +37.3% | +87.3% | +86.2% |
| YTD | +141.7% | +35.3% | +106.4% | +100.4% |
| 1Y | +87.7% | +20.7% | +67.0% | +65.2% |
| All | +315.5% | +39.2% | +276.3% | +215.0% |
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