+296.4%
ARM vs BBY
+42.7%
+253.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +2.5% |
| 7D | +5.5% | +9.5% | -4.0% | +1.0% |
| 30D | -8.2% | +6.8% | -15.0% | -11.6% |
| 3M | -35.9% | +28.9% | -64.8% | -44.2% |
| 6M | +103.1% | +37.8% | +65.3% | +68.3% |
| YTD | +130.6% | +38.7% | +91.9% | +89.1% |
| 1Y | +86.1% | +23.7% | +62.4% | +62.0% |
| All | +296.4% | +42.7% | +253.7% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling