-26.4%
ARM vs BBY
+76.4%
-102.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.7% |
| 7D | -15.2% | +4.2% | -19.4% | -15.4% |
| 30D | -40.7% | +17.8% | -58.5% | -41.8% |
| 3M | -39.1% | +25.8% | -64.9% | -41.6% |
| 6M | -26.4% | +73.8% | -100.2% | -39.9% |
| All | -26.4% | +76.4% | -102.8% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling